V-Lab
iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:37.75% (-1.58%)
Analysis last updated: Thursday, November 21, 2024 at 10:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 15.98 | |
| 0.0515 | 11.67 | |
| 0.9068 | 271.51 | |
| 0.0589 | 6.72 |
Estimation Period:
Oct 8, 2004 to Nov 15, 2024
Oct 8, 2004 to Nov 15, 2024
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