V-Lab
V-Lab
iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:21.32% (-0.58%)
Analysis last updated: Monday, September 15, 2025 at 09:36 PM UTC
Date Range:

from

to

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1Y ·

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graph of iShares China Large-Cap ETF GJR-GARCH
paramt-stat
ω0.050615.94
α0.049811.57
β0.9075271.61
γ0.06067.05
Estimation Period:
Oct 8, 2004 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts