V-Lab
V-Lab
iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:23.30% (-0.88%)
Analysis last updated: Thursday, August 28, 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
α0.03736.41
β0.8569150.28
γ0.082212.05
λ10.53120.30
λ20.85240.29
λ30.00000.00
Estimation Period:
Oct 8, 2004 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts