iShares China Large-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.07% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5467 | 4.71 | |
| 0.0882 | 5.90 | |
| 0.8828 | 51.34 | |
| -0.0872 | -2.68 | |
| 0.1045 | 2.22 | |
| 0.0121 | 0.46 | |
| -0.0802 | -2.43 |
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Oct 8, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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