iShares China Large-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.53% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 12.78 | |
| 0.1647 | 26.68 | |
| 0.9834 | 1,065.49 | |
| -0.0389 | -6.42 |
Estimation Period:
Oct 8, 2004 to Feb 20, 2026
Oct 8, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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