iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:18.92% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0374 | 8.01 | |
| 0.8283 | 124.54 | |
| 0.1177 | 21.35 | |
| 0.0112 | 5.61 | |
| 0.0463 | 5.72 | |
| 0.9492 | 109.12 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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