V-Lab
iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:21.44% (-0.98%)
Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7865 | 6.69 | |
| 0.0941 | 7.33 | |
| 0.8768 | 55.29 | |
| -0.0796 | -4.30 | |
| 0.1172 | 4.29 | |
| -0.0660 | -4.16 | |
| 0.0627 | 4.11 | |
| -0.0497 | -4.24 |
Estimation Period:
Apr 1, 1996 to Nov 15, 2024
Apr 1, 1996 to Nov 15, 2024
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