iShares China Large-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:21.89% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 15.71 | |
| 0.0820 | 23.26 | |
| 0.9066 | 246.42 |
Estimation Period:
Oct 8, 2004 to Nov 7, 2025
Oct 8, 2004 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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