iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:20.65% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8127 | 6.92 | |
| 0.0916 | 7.36 | |
| 0.8800 | 56.52 | |
| -0.0697 | -3.86 | |
| 0.1009 | 3.69 | |
| -0.0524 | -3.29 | |
| 0.0504 | 3.54 | |
| -0.0434 | -3.90 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Hong Kong ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs