iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:21.71% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 19.07 | |
| 0.0384 | 12.71 | |
| 0.9085 | 376.98 | |
| 0.0855 | 15.73 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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