iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:20.99% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 16.13 | |
| 0.0486 | 11.59 | |
| 0.9083 | 274.99 | |
| 0.0598 | 7.07 |
Estimation Period:
Oct 8, 2004 to Mar 13, 2026
Oct 8, 2004 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares China Large-Cap ETF Analyses
Other GJR-GARCH Analyses on ETFs