V-Lab
V-Lab
iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:18.99% (-0.81%)
Analysis last updated: Friday, June 27, 2025 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Hong Kong ETF MF2-GARCH
paramt-stat
m46
α0.03938.33
β0.8259125.29
γ0.120021.59
λ10.01095.79
λ20.04666.15
λ30.9492117.35
Estimation Period:
Apr 1, 1996 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts