iShares China Large-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.61% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 12.80 | |
| 0.0852 | 26.59 | |
| 0.8995 | 260.03 | |
| 0.3841 | 10.40 |
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Oct 8, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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