iShares China Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:22.60% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6338 | 6.51 | |
| 0.0724 | 30.06 | |
| 0.9883 | 516.38 | |
| 7.5949 | 4.77 |
Estimation Period:
Oct 8, 2004 to Oct 31, 2025
Oct 8, 2004 to Oct 31, 2025
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