iShares FTSE China ETF Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, August 24th, 2015):
1 Day
28.66%
1 Week
28.50%
1 Month
27.96%
Analysis last updated: Monday, March 1, 2021 at 03:51 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2054 | 6.01 | |
| 0.0743 | 3.40 | |
| 0.9060 | 36.60 | |
| 0.0165 | 2.57 |
Estimation Period:
Jun 26, 2008 to Aug 21, 2015
Jun 26, 2008 to Aug 21, 2015
Other iShares FTSE China ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs