V-Lab
iShares FTSE China ETF APARCH Volatility Analysis
Volatility Prediction for Monday, August 24th, 2015:33.98% (-1.10%)
Analysis last updated: Friday, November 20, 2015 at 06:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 9.99 | |
| 0.0606 | 13.78 | |
| 0.9219 | 217.89 | |
| 0.3578 | 8.05 | |
| 1.8972 | 16.00 |
Estimation Period:
Jun 26, 2008 to Aug 21, 2015
Jun 26, 2008 to Aug 21, 2015
News Impact Curve
Volatility Forecasts
Other iShares FTSE China ETF Analyses