iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.81% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6729 | 5.93 | |
| 0.0858 | 5.86 | |
| 0.8927 | 55.14 | |
| -0.0440 | -3.79 | |
| 0.0711 | 4.04 | |
| -0.0376 | -3.90 |
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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