iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:26.41% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8111 | 6.92 | |
| 0.0924 | 7.35 | |
| 0.8789 | 55.98 | |
| -0.0704 | -3.89 | |
| 0.1021 | 3.74 | |
| -0.0536 | -3.37 | |
| 0.0519 | 3.63 | |
| -0.0445 | -3.98 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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