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V-Lab
V-Lab
iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:25.08% (-0.18%)
Analysis last updated: Friday, October 31, 2025 at 10:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares China Large-Cap ETF MF2-GARCH
paramt-stat
m61
α0.03666.19
β0.8546147.05
γ0.083311.95
λ10.54700.29
λ20.84710.28
λ30.00000.00
Estimation Period:
Oct 8, 2004 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts