iShares MSCI China Small-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.34% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1620 | 24.41 | |
| 0.1037 | 13.10 | |
| 0.7872 | 126.44 | |
| 0.0976 | 5.79 |
Estimation Period:
Sep 29, 2010 to Feb 13, 2026
Sep 29, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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