iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:17.00% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0374 | 8.00 | |
| 0.8282 | 124.47 | |
| 0.1178 | 21.36 | |
| 0.0112 | 5.60 | |
| 0.0463 | 5.72 | |
| 0.9492 | 109.17 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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