iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:21.32% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8111 | 6.90 | |
| 0.0918 | 7.36 | |
| 0.8798 | 56.48 | |
| -0.0701 | -3.87 | |
| 0.1014 | 3.71 | |
| -0.0528 | -3.31 | |
| 0.0508 | 3.56 | |
| -0.0437 | -3.92 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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