iShares MSCI China Small-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.92% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1517 | 20.57 | |
| 0.1554 | 25.80 | |
| 0.7795 | 120.73 | |
| 0.3989 | 11.46 |
Estimation Period:
Sep 29, 2010 to Feb 6, 2026
Sep 29, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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