V-Lab
V-Lab
iShares MSCI Hong Kong ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:19.08% (-0.05%)
Analysis last updated: Saturday, May 31, 2025 at 03:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Hong Kong ETF MF2-GARCH
paramt-stat
m46
α0.03948.33
β0.8253124.18
γ0.119521.43
λ10.01095.72
λ20.04736.10
λ30.9485114.74
Estimation Period:
Apr 1, 1996 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts