iShares China Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:20.05% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5889 | 6.46 | |
| 0.0716 | 30.34 | |
| 0.9884 | 515.34 | |
| 7.5396 | 4.80 |
Estimation Period:
Oct 8, 2004 to Jan 23, 2026
Oct 8, 2004 to Jan 23, 2026
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