iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.95% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7227 | 6.18 | |
| 0.0934 | 7.74 | |
| 0.8749 | 56.03 | |
| -0.1255 | -5.70 | |
| 0.1879 | 5.44 | |
| -0.1043 | -3.07 | |
| 0.0672 | 1.89 | |
| -0.0150 | -0.53 | |
| -0.0227 | -1.27 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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