iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
17.56%
decreased by 0.08%
1 Week
17.80%
increased by 0.16%
1 Month
18.69%
increased by 1.05%
Analysis last updated: Tuesday, July 7, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 19.11 | |
| 0.0368 | 12.42 | |
| 0.9106 | 384.04 | |
| 0.0839 | 15.82 |
Estimation Period:
Apr 1, 1996 to Jul 2, 2026
Apr 1, 1996 to Jul 2, 2026
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