iShares FTSE China ETF GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, August 24th, 2015):
1 Day
30.63%
1 Week
30.64%
1 Month
30.70%
Analysis last updated: Thursday, March 26, 2026 at 06:59 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9614 | 4.40 | |
| 0.0577 | 27.48 | |
| 0.9920 | 596.87 | |
| 6.5665 | 3.56 |
Estimation Period:
Jun 26, 2008 to Aug 21, 2015
Jun 26, 2008 to Aug 21, 2015
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