iShares China Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.78% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6143 | 6.53 | |
| 0.0723 | 30.15 | |
| 0.9884 | 518.56 | |
| 7.6121 | 4.76 |
Estimation Period:
Oct 8, 2004 to Nov 21, 2025
Oct 8, 2004 to Nov 21, 2025
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