iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:23.51% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 19.11 | |
| 0.0375 | 12.48 | |
| 0.9098 | 380.19 | |
| 0.0847 | 15.73 |
Estimation Period:
Apr 1, 1996 to Dec 19, 2025
Apr 1, 1996 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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