V-Lab
iShares FTSE China ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, August 24th, 2015:32.06% (-1.54%)
Analysis last updated: Friday, November 20, 2015 at 07:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 4.39 | |
| 0.0770 | 19.40 | |
| 0.9049 | 223.11 | |
| 0.6784 | 11.78 |
Estimation Period:
Jun 26, 2008 to Aug 21, 2015
Jun 26, 2008 to Aug 21, 2015
News Impact Curve
Volatility Forecasts
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