iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.69% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 16.14 | |
| 0.0487 | 11.59 | |
| 0.9080 | 274.14 | |
| 0.0603 | 7.13 |
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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