KraneShares MSCI One Belt One Road Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.28% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6805 | 7.70 | |
| 0.1276 | 4.90 | |
| 0.8137 | 26.87 | |
| -0.0823 | -3.02 | |
| 0.1039 | 2.87 |
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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