V-Lab
V-Lab
iShares China Large-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:21.14% (+0.24%)
Analysis last updated: Wednesday, June 18, 2025 at 10:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares China Large-Cap ETF AGARCH
paramt-stat
ω0.047612.91
α0.086526.20
β0.8991255.49
γ0.36089.78
Estimation Period:
Oct 8, 2004 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts