KraneShares MSCI One Belt One Road Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.82% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6520 | 7.67 | |
| 0.1266 | 4.89 | |
| 0.8140 | 27.18 | |
| -0.1073 | -3.26 | |
| 0.1692 | 2.59 |
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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