iShares MSCI Hong Kong ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.07% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7164 | 6.12 | |
| 0.0932 | 7.74 | |
| 0.8750 | 56.17 | |
| -0.1276 | -5.80 | |
| 0.1916 | 5.57 | |
| -0.1072 | -3.17 | |
| 0.0691 | 1.94 | |
| -0.0151 | -0.51 | |
| -0.0265 | -0.69 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Hong Kong ETF Analyses
Other Spline-GARCH Analyses on ETFs