iShares China Large-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.04% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 12.80 | |
| 0.0850 | 26.59 | |
| 0.8996 | 260.46 | |
| 0.3836 | 10.37 |
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 AGARCH Analyses on ETFs