iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:26.93% (+5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0370 | 7.48 | |
| 0.8532 | 146.92 | |
| 0.0823 | 13.34 | |
| 0.4447 | 0.64 | |
| 0.6901 | 0.65 | |
| 0.1828 | 0.14 |
Estimation Period:
Oct 8, 2004 to Mar 20, 2026
Oct 8, 2004 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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