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V-Lab
V-Lab
iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:17.18% (-0.48%)
Analysis last updated: Tuesday, December 2, 2025 at 11:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Hong Kong ETF GJR-GARCH
paramt-stat
ω0.030819.07
α0.038312.69
β0.9086377.18
γ0.085415.75
Estimation Period:
Apr 1, 1996 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts