iShares China Large-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.05% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5475 | 4.73 | |
| 0.0879 | 5.88 | |
| 0.8832 | 51.29 | |
| -0.0866 | -2.68 | |
| 0.1036 | 2.21 | |
| 0.0132 | 0.51 | |
| -0.0844 | -2.56 |
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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