iShares China Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:27.50% (+3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6499 | 6.46 | |
| 0.0726 | 29.86 | |
| 0.9883 | 514.23 | |
| 7.5876 | 4.77 |
Estimation Period:
Oct 8, 2004 to Oct 10, 2025
Oct 8, 2004 to Oct 10, 2025
Other iShares China Large-Cap ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs