V-Lab
iShares China Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:29.95% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7454 | 6.29 | |
| 0.0729 | 30.20 | |
| 0.9888 | 515.78 | |
| 7.6299 | 4.74 |
Estimation Period:
Oct 8, 2004 to May 2, 2025
Oct 8, 2004 to May 2, 2025
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