iShares MSCI Hong Kong ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
24.32%
decreased by 0.03%
1 Week
24.38%
increased by 0.03%
1 Month
24.60%
increased by 0.25%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 19.07 | |
| 0.0366 | 12.34 | |
| 0.9104 | 383.32 | |
| 0.0848 | 15.98 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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