iShares FTSE China ETF Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, August 24th, 2015):
1 Day
30.52%
1 Week
30.58%
1 Month
30.78%
Analysis last updated: Friday, April 29, 2016 at 06:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7300 | 6.25 | |
| 0.0693 | 3.19 | |
| 0.9026 | 30.95 | |
| 0.2053 | 1.87 | |
| -0.2414 | -1.25 | |
| 0.1999 | 0.79 |
Estimation Period:
Jun 26, 2008 to Aug 21, 2015
Jun 26, 2008 to Aug 21, 2015
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