iShares MSCI China Small-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.52% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6128 | 10.03 | |
| 0.0966 | 25.48 | |
| 0.9673 | 285.59 | |
| 6.2647 | 5.63 |
Estimation Period:
Sep 29, 2010 to Feb 6, 2026
Sep 29, 2010 to Feb 6, 2026
Other iShares MSCI China Small-Cap ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs