V-Lab
iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:36.04% (-1.57%)
Analysis last updated: Monday, November 4, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 16.08 | |
| 0.0518 | 11.63 | |
| 0.9056 | 266.19 | |
| 0.0599 | 6.78 |
Estimation Period:
Oct 8, 2004 to Nov 1, 2024
Oct 8, 2004 to Nov 1, 2024
News Impact Curve
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