iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:20.69% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 16.12 | |
| 0.0489 | 11.52 | |
| 0.9076 | 272.62 | |
| 0.0609 | 7.15 |
Estimation Period:
Oct 8, 2004 to Jan 9, 2026
Oct 8, 2004 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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