iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:22.78% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6797 | 5.91 | |
| 0.0852 | 5.85 | |
| 0.8938 | 55.58 | |
| -0.0425 | -3.69 | |
| 0.0685 | 3.93 | |
| -0.0361 | -3.79 |
Estimation Period:
Oct 8, 2004 to Mar 13, 2026
Oct 8, 2004 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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