iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:20.96% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 16.09 | |
| 0.0496 | 11.57 | |
| 0.9072 | 271.21 | |
| 0.0604 | 7.06 |
Estimation Period:
Oct 8, 2004 to Dec 12, 2025
Oct 8, 2004 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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