iShares China Large-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.78% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 12.83 | |
| 0.1651 | 26.69 | |
| 0.9833 | 1,060.76 | |
| -0.0392 | -6.46 |
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Oct 8, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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