KraneShares MSCI One Belt One Road Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.77% (-3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0539 | 3.26 | |
| 0.6818 | 25.12 | |
| 0.1321 | 6.67 | |
| 0.2532 | 0.46 | |
| 0.5150 | 0.44 | |
| 0.2801 | 0.17 |
Estimation Period:
Sep 8, 2017 to Feb 6, 2026
Sep 8, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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