V-Lab
V-Lab
iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:27.44% (+1.45%)
Analysis last updated: Saturday, May 31, 2025 at 03:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares China Large-Cap ETF MF2-GARCH
paramt-stat
m61
α0.03816.43
β0.8528145.78
γ0.082411.94
λ10.51010.29
λ20.86330.29
λ30.00000.00
Estimation Period:
Oct 8, 2004 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts