iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.22% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0372 | 7.52 | |
| 0.8527 | 146.44 | |
| 0.0822 | 13.32 | |
| 0.4419 | 0.65 | |
| 0.6910 | 0.66 | |
| 0.1823 | 0.15 |
Estimation Period:
Oct 8, 2004 to Mar 13, 2026
Oct 8, 2004 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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