V-Lab
iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:21.08% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6488 | 5.89 | |
| 0.0881 | 5.87 | |
| 0.8893 | 53.46 | |
| -0.0508 | -4.02 | |
| 0.0819 | 4.24 | |
| -0.0431 | -4.02 |
Estimation Period:
Oct 8, 2004 to Jul 25, 2025
Oct 8, 2004 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
Other iShares China Large-Cap ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs