iShares China Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
22.33%
decreased by 0.18%
1 Week
22.53%
increased by 0.02%
1 Month
23.27%
increased by 0.76%
Analysis last updated: Friday, May 22, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5406 | 6.51 | |
| 0.0703 | 30.33 | |
| 0.9883 | 512.89 | |
| 7.5149 | 4.75 |
Estimation Period:
Oct 8, 2004 to May 22, 2026
Oct 8, 2004 to May 22, 2026
Other iShares China Large-Cap ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs