iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:35.34% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6539 | 5.94 | |
| 0.0872 | 5.86 | |
| 0.8901 | 53.91 | |
| -0.0488 | -4.02 | |
| 0.0789 | 4.27 | |
| -0.0421 | -4.12 |
Estimation Period:
Oct 8, 2004 to Oct 10, 2025
Oct 8, 2004 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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