iShares MSCI China A ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.80% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0014 | 5.03 | |
| 0.1742 | 3.93 | |
| 0.6190 | 8.35 | |
| 0.8164 | 3.10 | |
| -1.2854 | -3.32 | |
| 0.6511 | 2.48 | |
| -0.3615 | -1.56 | |
| 0.4864 | 2.00 | |
| -0.9415 | -1.76 |
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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