iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
16.22%
decreased by 0.46%
1 Week
16.51%
decreased by 0.17%
1 Month
17.57%
increased by 0.89%
Analysis last updated: Tuesday, April 28, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 19.04 | |
| 0.0369 | 12.38 | |
| 0.9104 | 382.68 | |
| 0.0844 | 15.83 |
Estimation Period:
Apr 1, 1996 to Apr 24, 2026
Apr 1, 1996 to Apr 24, 2026
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