iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:19.62% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 16.14 | |
| 0.0488 | 11.58 | |
| 0.9076 | 273.21 | |
| 0.0609 | 7.18 |
Estimation Period:
Oct 8, 2004 to Jan 23, 2026
Oct 8, 2004 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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