iShares China Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.83% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5751 | 6.46 | |
| 0.0714 | 30.35 | |
| 0.9884 | 514.80 | |
| 7.5343 | 4.79 |
Estimation Period:
Oct 8, 2004 to Feb 20, 2026
Oct 8, 2004 to Feb 20, 2026
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