V-Lab
iShares China Large-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:21.53% (-0.46%)
Analysis last updated: Wednesday, April 24, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 11.95 | |
| 0.0838 | 28.00 | |
| 0.9011 | 280.98 | |
| 0.4455 | 13.77 |
Estimation Period:
Oct 8, 2004 to Apr 19, 2024
Oct 8, 2004 to Apr 19, 2024
News Impact Curve
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