V-Lab
iShares MSCI Hong Kong ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:24.84% (+0.39%)
Analysis last updated: Friday, April 26, 2024 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6122 | 4.02 | |
| 0.1035 | 7.83 | |
| 0.8402 | 47.95 | |
| -0.2302 | -1.89 | |
| 0.2424 | 1.41 | |
| -0.0807 | -0.83 | |
| 0.2899 | 3.35 | |
| -0.5107 | -6.81 | |
| 0.4931 | 5.74 | |
| -0.3168 | -3.93 | |
| 0.2420 | 3.34 | |
| -0.2363 | -2.56 | |
| 0.2343 | 1.66 |
Estimation Period:
Apr 1, 1996 to Apr 26, 2024
Apr 1, 1996 to Apr 26, 2024
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