iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.00% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6745 | 5.93 | |
| 0.0856 | 5.86 | |
| 0.8930 | 55.27 | |
| -0.0437 | -3.77 | |
| 0.0705 | 4.01 | |
| -0.0373 | -3.87 |
Estimation Period:
Oct 8, 2004 to Feb 13, 2026
Oct 8, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares China Large-Cap ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs