iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.33% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0373 | 7.99 | |
| 0.8285 | 124.63 | |
| 0.1176 | 21.35 | |
| 0.0112 | 5.61 | |
| 0.0462 | 5.72 | |
| 0.9493 | 109.46 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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