V-Lab
iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:35.98% (-4.37%)
Analysis last updated: Monday, December 23, 2024 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0389 | 8.01 | |
| 0.8568 | 147.52 | |
| 0.0787 | 12.97 | |
| 0.3796 | 0.85 | |
| 0.6736 | 0.87 | |
| 0.2277 | 0.26 |
Estimation Period:
Oct 8, 2004 to Dec 20, 2024
Oct 8, 2004 to Dec 20, 2024
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