iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.60% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 19.09 | |
| 0.0372 | 12.45 | |
| 0.9102 | 381.62 | |
| 0.0843 | 15.75 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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