V-Lab
V-Lab
iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:18.14% (-0.63%)
Analysis last updated: Thursday, May 22, 2025 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Hong Kong ETF GJR-GARCH
paramt-stat
ω0.029618.56
α0.039112.77
β0.9090374.05
γ0.084915.53
Estimation Period:
Apr 1, 1996 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts