V-Lab
iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:34.71% (-1.32%)
Analysis last updated: Monday, December 23, 2024 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0471 | 15.28 | |
| 0.0493 | 11.36 | |
| 0.9108 | 269.78 | |
| 0.0570 | 6.65 |
Estimation Period:
Oct 8, 2004 to Dec 20, 2024
Oct 8, 2004 to Dec 20, 2024
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