iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:28.86% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0382 | 8.14 | |
| 0.8279 | 125.16 | |
| 0.1192 | 21.50 | |
| 0.0111 | 5.74 | |
| 0.0457 | 5.76 | |
| 0.9499 | 111.52 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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