iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:25.00% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6583 | 5.95 | |
| 0.0867 | 5.86 | |
| 0.8908 | 54.24 | |
| -0.0474 | -3.96 | |
| 0.0765 | 4.19 | |
| -0.0406 | -4.02 |
Estimation Period:
Oct 8, 2004 to Nov 7, 2025
Oct 8, 2004 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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