iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:23.50% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0371 | 7.46 | |
| 0.8531 | 146.86 | |
| 0.0825 | 13.32 | |
| 0.4491 | 0.63 | |
| 0.6972 | 0.64 | |
| 0.1746 | 0.13 |
Estimation Period:
Oct 8, 2004 to Feb 27, 2026
Oct 8, 2004 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other iShares China Large-Cap ETF Analyses
Other MF2-GARCH Analyses on ETFs