iShares MSCI Hong Kong ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:20.02% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8139 | 6.92 | |
| 0.0915 | 7.36 | |
| 0.8802 | 56.59 | |
| -0.0694 | -3.84 | |
| 0.1003 | 3.67 | |
| -0.0519 | -3.25 | |
| 0.0498 | 3.50 | |
| -0.0429 | -3.87 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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