V-Lab
iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:22.97% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6357 | 5.92 | |
| 0.0880 | 5.87 | |
| 0.8884 | 53.13 | |
| -0.0536 | -4.18 | |
| 0.0866 | 4.40 | |
| -0.0461 | -4.20 |
Estimation Period:
Oct 8, 2004 to Jun 6, 2025
Oct 8, 2004 to Jun 6, 2025
News Impact Curve
Volatility Forecasts
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