V-Lab
V-Lab
iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:33.34% (-0.96%)
Analysis last updated: Thursday, May 8, 2025 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares China Large-Cap ETF GJR-GARCH
paramt-stat
ω0.048315.45
α0.049111.45
β0.9101271.43
γ0.05866.86
Estimation Period:
Oct 8, 2004 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts