V-Lab
iShares China Large-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:31.97% (+0.42%)
Analysis last updated: Tuesday, November 5, 2024 at 11:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 13.48 | |
| 0.1722 | 26.73 | |
| 0.9826 | 1044.21 | |
| -0.0376 | -5.87 |
Estimation Period:
Oct 8, 2004 to Nov 1, 2024
Oct 8, 2004 to Nov 1, 2024
News Impact Curve
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