V-Lab
iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:17.53% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8043 | 6.92 | |
| 0.0936 | 7.36 | |
| 0.8770 | 55.38 | |
| -0.0731 | -4.04 | |
| 0.1067 | 3.93 | |
| -0.0580 | -3.67 | |
| 0.0564 | 3.89 | |
| -0.0473 | -4.18 |
Estimation Period:
Apr 1, 1996 to Jun 20, 2025
Apr 1, 1996 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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