iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
17.45%
decreased by 0.64%
1 Week
17.91%
decreased by 0.18%
1 Month
19.15%
increased by 1.06%
Analysis last updated: Friday, May 8, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0366 | 7.90 | |
| 0.8299 | 125.55 | |
| 0.1175 | 21.53 | |
| 0.0109 | 5.63 | |
| 0.0452 | 5.75 | |
| 0.9503 | 112.41 |
Estimation Period:
Apr 1, 1996 to May 8, 2026
Apr 1, 1996 to May 8, 2026
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