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V-Lab
V-Lab
iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:20.67% (-1.24%)
Analysis last updated: Friday, November 21, 2025 at 11:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of iShares China Large-Cap ETF MF2-GARCH
paramt-stat
m61
α0.03716.23
β0.8533146.16
γ0.083311.95
λ10.54110.29
λ20.84740.28
λ30.00000.00
Estimation Period:
Oct 8, 2004 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts