V-Lab
iShares China Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:23.80% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7059 | 6.47 | |
| 0.0733 | 29.99 | |
| 0.9885 | 519.16 | |
| 7.6207 | 4.80 |
Estimation Period:
Oct 8, 2004 to May 30, 2025
Oct 8, 2004 to May 30, 2025
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