V-Lab
iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:23.94% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6588 | 5.87 | |
| 0.0872 | 5.87 | |
| 0.8908 | 54.28 | |
| -0.0485 | -3.92 | |
| 0.0781 | 4.14 | |
| -0.0411 | -3.97 |
Estimation Period:
Oct 8, 2004 to Sep 19, 2025
Oct 8, 2004 to Sep 19, 2025
News Impact Curve
Volatility Forecasts
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