V-Lab
iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:23.86% (-1.14%)
Analysis last updated: Monday, November 4, 2024 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7920 | 6.76 | |
| 0.0945 | 7.32 | |
| 0.8762 | 54.69 | |
| -0.0794 | -4.31 | |
| 0.1171 | 4.30 | |
| -0.0664 | -4.19 | |
| 0.0631 | 4.12 | |
| -0.0498 | -4.23 |
Estimation Period:
Apr 1, 1996 to Nov 1, 2024
Apr 1, 1996 to Nov 1, 2024
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