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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0306	19.17***
α ARCH Response to squared shocks	0.0375	12.64***
β GARCH Volatility persistence	0.9093	383.03***
γ leverage Additional response to negative shocks	0.0851	15.85***

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iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Hong Kong ETF Analyses