iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:31.00% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 16.09 | |
| 0.0492 | 11.47 | |
| 0.9072 | 270.49 | |
| 0.0617 | 7.16 |
Estimation Period:
Oct 8, 2004 to Oct 10, 2025
Oct 8, 2004 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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