iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.66% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7238 | 6.21 | |
| 0.0931 | 7.74 | |
| 0.8753 | 56.22 | |
| -0.1247 | -5.73 | |
| 0.1870 | 5.51 | |
| -0.1047 | -3.15 | |
| 0.0689 | 1.96 | |
| -0.0178 | -0.64 | |
| -0.0203 | -1.13 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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