V-Lab
V-Lab
iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:26.10% (-0.88%)
Analysis last updated: Thursday, May 22, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares China Large-Cap ETF GJR-GARCH
paramt-stat
ω0.048915.58
α0.049211.47
β0.9095271.18
γ0.05906.89
Estimation Period:
Oct 8, 2004 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts