iShares China Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:24.16% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6710 | 5.92 | |
| 0.0862 | 5.86 | |
| 0.8922 | 54.88 | |
| -0.0447 | -3.80 | |
| 0.0721 | 4.03 | |
| -0.0380 | -3.87 |
Estimation Period:
Oct 8, 2004 to Jan 9, 2026
Oct 8, 2004 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other iShares China Large-Cap ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs