V-Lab
V-Lab
iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:14.99% (-0.41%)
Analysis last updated: Thursday, August 28, 2025 at 09:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Hong Kong ETF GJR-GARCH
paramt-stat
ω0.030318.82
α0.039312.88
β0.9074373.10
γ0.086915.87
Estimation Period:
Apr 1, 1996 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts