V-Lab
V-Lab
iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:18.91% (-0.58%)
Analysis last updated: Friday, July 11, 2025 at 10:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares China Large-Cap ETF GJR-GARCH
paramt-stat
ω0.050515.84
α0.050111.56
β0.9072270.01
γ0.06057.01
Estimation Period:
Oct 8, 2004 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts