V-Lab
iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:19.26% (+1.08%)
Analysis last updated: Thursday, January 30, 2025 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7915 | 6.77 | |
| 0.0920 | 7.26 | |
| 0.8794 | 56.23 | |
| -0.0778 | -4.22 | |
| 0.1144 | 4.19 | |
| -0.0643 | -4.05 | |
| 0.0619 | 4.08 | |
| -0.0500 | -4.24 |
Estimation Period:
Apr 1, 1996 to Jan 24, 2025
Apr 1, 1996 to Jan 24, 2025
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