iShares FTSE China ETF GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, August 24th, 2015):
1 Day
33.90%
1 Week
33.77%
1 Month
33.33%
Analysis last updated: Monday, March 1, 2021 at 06:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0459 | 8.32 | |
| 0.0244 | 5.52 | |
| 0.9224 | 232.93 | |
| 0.0789 | 6.95 |
Estimation Period:
Jun 26, 2008 to Aug 21, 2015
Jun 26, 2008 to Aug 21, 2015
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