iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:20.80% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6696 | 5.90 | |
| 0.0868 | 5.87 | |
| 0.8916 | 54.55 | |
| -0.0454 | -3.81 | |
| 0.0730 | 4.03 | |
| -0.0384 | -3.84 |
Estimation Period:
Oct 8, 2004 to Dec 12, 2025
Oct 8, 2004 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other iShares China Large-Cap ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs