iShares MSCI China A ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.99% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2326 | 6.29 | |
| 0.0655 | 25.90 | |
| 0.9777 | 256.89 | |
| 4.1717 | 9.21 |
Estimation Period:
Jun 16, 2016 to Feb 13, 2026
Jun 16, 2016 to Feb 13, 2026
Other iShares MSCI China A ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs