iShares MSCI China A ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.49% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6939 | 5.80 | |
| 0.1653 | 4.11 | |
| 0.6886 | 11.81 | |
| -0.0430 | -1.86 | |
| 0.0506 | 1.74 |
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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