V-Lab
iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:25.53% (+5.71%)
Analysis last updated: Wednesday, March 5, 2025 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7955 | 6.79 | |
| 0.0917 | 7.27 | |
| 0.8798 | 56.40 | |
| -0.0764 | -4.16 | |
| 0.1121 | 4.10 | |
| -0.0621 | -3.91 | |
| 0.0596 | 3.97 | |
| -0.0484 | -4.16 |
Estimation Period:
Apr 1, 1996 to Feb 28, 2025
Apr 1, 1996 to Feb 28, 2025
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