iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:34.89% (+0.29%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0519 | 16.09 | |
0.0492 | 11.47 | |
0.9072 | 270.49 | |
0.0617 | 7.16 |
Estimation Period:
Oct 8, 2004 to Oct 10, 2025
Oct 8, 2004 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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