V-Lab
V-Lab
iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:18.67% (+0.13%)
Analysis last updated: Tuesday, July 29, 2025 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of iShares China Large-Cap ETF MF2-GARCH
paramt-stat
m61
α0.03746.41
β0.8563149.75
γ0.082512.07
λ10.52580.30
λ20.85410.29
λ30.00000.00
Estimation Period:
Oct 8, 2004 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts