iShares China Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:19.31% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5933 | 6.44 | |
| 0.0718 | 30.26 | |
| 0.9885 | 516.43 | |
| 7.5499 | 4.79 |
Estimation Period:
Oct 8, 2004 to Jan 9, 2026
Oct 8, 2004 to Jan 9, 2026
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