V-Lab
iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:37.05% (+3.32%)
Analysis last updated: Wednesday, March 5, 2025 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0393 | 8.08 | |
| 0.8583 | 148.58 | |
| 0.0774 | 12.86 | |
| 0.4033 | 0.78 | |
| 0.6907 | 0.80 | |
| 0.2016 | 0.20 |
Estimation Period:
Oct 8, 2004 to Feb 28, 2025
Oct 8, 2004 to Feb 28, 2025
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