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V-Lab
V-Lab
iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:19.02% (-0.59%)
Analysis last updated: Saturday, December 13, 2025 at 12:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares China Large-Cap ETF MF2-GARCH
paramt-stat
m61
α0.03726.26
β0.8533146.64
γ0.083211.95
λ10.53410.29
λ20.84830.28
λ30.00000.00
Estimation Period:
Oct 8, 2004 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts