iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:17.23% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 19.09 | |
| 0.0373 | 12.47 | |
| 0.9100 | 380.74 | |
| 0.0844 | 15.76 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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