iShares China Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:21.29% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6238 | 6.51 | |
| 0.0724 | 30.09 | |
| 0.9884 | 516.65 | |
| 7.5954 | 4.77 |
Estimation Period:
Oct 8, 2004 to Nov 7, 2025
Oct 8, 2004 to Nov 7, 2025
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