V-Lab
iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:16.87% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8134 | 6.85 | |
| 0.0928 | 7.39 | |
| 0.8791 | 56.28 | |
| -0.0708 | -3.87 | |
| 0.1026 | 3.72 | |
| -0.0535 | -3.35 | |
| 0.0507 | 3.56 | |
| -0.0427 | -3.89 |
Estimation Period:
Apr 1, 1996 to Sep 19, 2025
Apr 1, 1996 to Sep 19, 2025
News Impact Curve
Volatility Forecasts
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