V-Lab
iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:36.35% (-1.40%)
Analysis last updated: Monday, December 23, 2024 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6369 | 5.57 | |
| 0.0856 | 5.76 | |
| 0.8932 | 54.40 | |
| -0.0573 | -3.93 | |
| 0.0919 | 4.12 | |
| -0.0478 | -3.90 |
Estimation Period:
Oct 8, 2004 to Dec 20, 2024
Oct 8, 2004 to Dec 20, 2024
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