V-Lab
iShares China Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:21.96% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6860 | 6.52 | |
| 0.0733 | 30.03 | |
| 0.9884 | 518.85 | |
| 7.6412 | 4.78 |
Estimation Period:
Oct 8, 2004 to Jun 27, 2025
Oct 8, 2004 to Jun 27, 2025
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