iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:26.82% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 19.08 | |
| 0.0386 | 12.72 | |
| 0.9078 | 373.60 | |
| 0.0865 | 15.77 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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