iShares China Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:19.93% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5642 | 6.47 | |
| 0.0710 | 30.34 | |
| 0.9884 | 515.07 | |
| 7.5296 | 4.78 |
Estimation Period:
Oct 8, 2004 to Mar 13, 2026
Oct 8, 2004 to Mar 13, 2026
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