V-Lab
V-Lab
iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:44.99% (+19.48%)
Analysis last updated: Friday, April 4, 2025 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares China Large-Cap ETF GJR-GARCH
paramt-stat
ω0.046715.31
α0.048711.44
β0.9117275.86
γ0.05686.67
Estimation Period:
Oct 8, 2004 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts