V-Lab
V-Lab
iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:25.12% (+0.11%)
Analysis last updated: Friday, June 27, 2025 at 10:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares China Large-Cap ETF MF2-GARCH
paramt-stat
m61
α0.03796.45
β0.8544147.59
γ0.082512.01
λ10.52170.30
λ20.85730.29
λ30.00000.00
Estimation Period:
Oct 8, 2004 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts