iShares China Large-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.81% (+1.26%)
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
Other iShares China Large-Cap ETF Analyses
Other EGARCH Analyses on ETFs