Skip to main content
V-Lab
V-Lab
iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:39.66% (-0.95%)
Analysis last updated: Monday, October 13, 2025 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares China Large-Cap ETF MF2-GARCH
paramt-stat
m61
α0.03656.19
β0.8559148.56
γ0.084112.11
λ10.54900.29
λ20.84890.29
λ30.00000.00
Estimation Period:
Oct 8, 2004 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts