iShares MSCI Hong Kong ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.31% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7181 | 6.16 | |
| 0.0930 | 7.73 | |
| 0.8752 | 56.27 | |
| -0.1267 | -5.82 | |
| 0.1903 | 5.61 | |
| -0.1068 | -3.22 | |
| 0.0694 | 1.97 | |
| -0.0152 | -0.52 | |
| -0.0297 | -0.81 |
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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