iShares MSCI China Small-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.23% (+3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 18.98 | |
| 0.2964 | 30.29 | |
| 0.9307 | 293.98 | |
| -0.0636 | -7.45 |
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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