V-Lab
iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:17.02% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8096 | 6.87 | |
| 0.0931 | 7.38 | |
| 0.8783 | 55.93 | |
| -0.0715 | -3.92 | |
| 0.1037 | 3.78 | |
| -0.0549 | -3.45 | |
| 0.0527 | 3.68 | |
| -0.0445 | -4.01 |
Estimation Period:
Apr 1, 1996 to Aug 22, 2025
Apr 1, 1996 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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