iShares MSCI Hong Kong ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:19.97% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8068 | 6.95 | |
| 0.0917 | 7.36 | |
| 0.8794 | 56.85 | |
| -0.0708 | -3.95 | |
| 0.1030 | 3.81 | |
| -0.0553 | -3.48 | |
| 0.0559 | 3.46 | |
| -0.0563 | -1.93 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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