iShares China Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:23.01% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 16.13 | |
| 0.0490 | 11.48 | |
| 0.9077 | 272.18 | |
| 0.0609 | 7.14 |
Estimation Period:
Oct 8, 2004 to Oct 31, 2025
Oct 8, 2004 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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