iShares MSCI China A ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.00% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2195 | 15.14 | |
| 0.1252 | 7.80 | |
| 0.7314 | 56.34 | |
| 0.0790 | 3.02 |
Estimation Period:
Jun 16, 2016 to Feb 13, 2026
Jun 16, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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