V-Lab
iShares FTSE China ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, August 24th, 2015:35.41% (-1.18%)
Analysis last updated: Monday, March 1, 2021 at 09:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 5.03 | |
| 0.1332 | 20.62 | |
| 0.9886 | 758.68 | |
| -0.0619 | -8.55 |
Estimation Period:
Jun 26, 2008 to Aug 21, 2015
Jun 26, 2008 to Aug 21, 2015
News Impact Curve
Volatility Forecasts
Other iShares FTSE China ETF Analyses