iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:20.06% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7224 | 6.18 | |
| 0.0935 | 7.74 | |
| 0.8748 | 55.99 | |
| -0.1257 | -5.69 | |
| 0.1881 | 5.42 | |
| -0.1042 | -3.05 | |
| 0.0667 | 1.87 | |
| -0.0142 | -0.50 | |
| -0.0235 | -1.30 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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