iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.84% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 19.07 | |
| 0.0371 | 12.45 | |
| 0.9104 | 382.70 | |
| 0.0838 | 15.70 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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