iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:21.22% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7222 | 6.16 | |
| 0.0935 | 7.75 | |
| 0.8749 | 56.07 | |
| -0.1261 | -5.67 | |
| 0.1885 | 5.38 | |
| -0.1039 | -3.00 | |
| 0.0658 | 1.83 | |
| -0.0127 | -0.45 | |
| -0.0247 | -1.37 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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