iShares China Large-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.22% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 15.73 | |
| 0.0812 | 23.31 | |
| 0.9071 | 248.52 |
Estimation Period:
Oct 8, 2004 to Feb 20, 2026
Oct 8, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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