iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.75% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7245 | 6.10 | |
| 0.0947 | 7.80 | |
| 0.8740 | 55.80 | |
| -0.1271 | -5.63 | |
| 0.1901 | 5.31 | |
| -0.1050 | -2.95 | |
| 0.0668 | 1.82 | |
| -0.0147 | -0.52 | |
| -0.0221 | -1.23 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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