V-Lab
iShares China Large-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:30.86% (-0.59%)
Analysis last updated: Tuesday, May 7, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 15.01 | |
| 0.0804 | 23.40 | |
| 0.9096 | 257.60 |
Estimation Period:
Oct 8, 2004 to May 3, 2024
Oct 8, 2004 to May 3, 2024
News Impact Curve
Volatility Forecasts
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