iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:19.43% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 16.12 | |
| 0.0494 | 11.53 | |
| 0.9073 | 271.17 | |
| 0.0606 | 7.09 |
Estimation Period:
Oct 8, 2004 to Nov 28, 2025
Oct 8, 2004 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other iShares China Large-Cap ETF Analyses
Other GJR-GARCH Analyses on ETFs