V-Lab
V-Lab
iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:52.11% (+24.93%)
Analysis last updated: Friday, April 4, 2025 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares China Large-Cap ETF MF2-GARCH
paramt-stat
m61
α0.03717.76
β0.8613150.50
γ0.078313.17
λ10.40990.73
λ20.72360.75
λ30.17060.15
Estimation Period:
Oct 8, 2004 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts