iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:26.06% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6565 | 5.95 | |
| 0.0866 | 5.86 | |
| 0.8909 | 54.29 | |
| -0.0478 | -3.98 | |
| 0.0773 | 4.22 | |
| -0.0411 | -4.06 |
Estimation Period:
Oct 8, 2004 to Oct 31, 2025
Oct 8, 2004 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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