iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:20.08% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0380 | 8.12 | |
| 0.8288 | 125.46 | |
| 0.1179 | 21.38 | |
| 0.0109 | 5.72 | |
| 0.0453 | 5.79 | |
| 0.9503 | 113.16 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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