V-Lab
V-Lab
iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:23.37% (-0.86%)
Analysis last updated: Thursday, May 8, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Hong Kong ETF GJR-GARCH
paramt-stat
ω0.029218.44
α0.038912.74
β0.9098376.09
γ0.084115.44
Estimation Period:
Apr 1, 1996 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts