iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:22.25% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 16.14 | |
| 0.0486 | 11.58 | |
| 0.9082 | 274.97 | |
| 0.0601 | 7.11 |
Estimation Period:
Oct 8, 2004 to Mar 6, 2026
Oct 8, 2004 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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