V-Lab
iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:25.27% (-0.87%)
Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7908 | 6.74 | |
| 0.0921 | 7.27 | |
| 0.8794 | 56.34 | |
| -0.0785 | -4.25 | |
| 0.1156 | 4.23 | |
| -0.0655 | -4.11 | |
| 0.0633 | 4.13 | |
| -0.0510 | -4.28 |
Estimation Period:
Apr 1, 1996 to Dec 20, 2024
Apr 1, 1996 to Dec 20, 2024
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