iShares MSCI China A ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.25% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0774 | 12.69 | |
| 0.2942 | 16.78 | |
| 0.9049 | 141.90 | |
| -0.0401 | -3.00 |
Estimation Period:
Jun 16, 2016 to Feb 6, 2026
Jun 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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