iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.87% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0381 | 8.17 | |
| 0.8284 | 125.17 | |
| 0.1179 | 21.40 | |
| 0.0107 | 5.72 | |
| 0.0448 | 5.82 | |
| 0.9508 | 114.99 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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