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V-Lab
V-Lab
iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:21.09% (-1.19%)
Analysis last updated: Friday, October 31, 2025 at 10:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Hong Kong ETF MF2-GARCH
paramt-stat
m46
α0.03808.13
β0.8287125.45
γ0.118121.37
λ10.01105.73
λ20.04545.79
λ30.9503113.03
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts