V-Lab
iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:16.75% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8065 | 6.87 | |
| 0.0935 | 7.38 | |
| 0.8776 | 55.65 | |
| -0.0723 | -3.97 | |
| 0.1051 | 3.84 | |
| -0.0560 | -3.53 | |
| 0.0539 | 3.74 | |
| -0.0453 | -4.04 |
Estimation Period:
Apr 1, 1996 to Jul 25, 2025
Apr 1, 1996 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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