V-Lab
iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:32.67% (0.00%)
Analysis last updated: Tuesday, November 5, 2024 at 11:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0430 | 8.67 | |
| 0.8504 | 150.49 | |
| 0.0799 | 12.74 | |
| 0.3172 | 1.03 | |
| 0.5481 | 1.05 | |
| 0.3680 | 0.61 |
Estimation Period:
Oct 8, 2004 to Nov 1, 2024
Oct 8, 2004 to Nov 1, 2024
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