iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:23.13% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6722 | 5.92 | |
| 0.0860 | 5.86 | |
| 0.8925 | 55.05 | |
| -0.0443 | -3.79 | |
| 0.0715 | 4.03 | |
| -0.0377 | -3.87 |
Estimation Period:
Oct 8, 2004 to Jan 23, 2026
Oct 8, 2004 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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