iShares MSCI China Small-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.40% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0921 | 9.56 | |
| 0.1596 | 6.01 | |
| 0.7655 | 26.94 | |
| 0.0199 | 3.35 | |
| -0.0273 | -3.54 |
Estimation Period:
Sep 29, 2010 to Feb 6, 2026
Sep 29, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI China Small-Cap ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs