V-Lab
iShares FTSE China ETF GARCH Volatility Analysis
Volatility Prediction for Monday, August 24th, 2015:30.05% (-0.65%)
Analysis last updated: Monday, March 1, 2021 at 07:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 9.44 | |
| 0.0763 | 15.15 | |
| 0.9112 | 176.48 |
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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