iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.41% (+3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0372 | 7.99 | |
| 0.8293 | 124.91 | |
| 0.1170 | 21.32 | |
| 0.0110 | 5.62 | |
| 0.0456 | 5.74 | |
| 0.9500 | 111.24 |
Estimation Period:
Apr 1, 1996 to Mar 6, 2026
Apr 1, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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