iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.16% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0372 | 7.46 | |
| 0.8529 | 147.03 | |
| 0.0830 | 13.35 | |
| 0.4566 | 0.62 | |
| 0.7038 | 0.62 | |
| 0.1668 | 0.12 |
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Oct 8, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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