iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.69% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 16.17 | |
| 0.0488 | 11.59 | |
| 0.9077 | 273.58 | |
| 0.0606 | 7.16 |
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Oct 8, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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