iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:22.41% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6618 | 5.94 | |
| 0.0868 | 5.86 | |
| 0.8910 | 54.28 | |
| -0.0467 | -3.91 | |
| 0.0753 | 4.14 | |
| -0.0398 | -3.97 |
Estimation Period:
Oct 8, 2004 to Nov 21, 2025
Oct 8, 2004 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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