iShares China Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:18.56% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0364 | 6.14 | |
| 0.8540 | 146.91 | |
| 0.0836 | 11.99 | |
| 0.5371 | 0.29 | |
| 0.8474 | 0.28 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 8, 2004 to Jan 9, 2026
Oct 8, 2004 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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