V-Lab
iShares China Large-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:24.22% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6437 | 5.98 | |
| 0.0886 | 5.90 | |
| 0.8876 | 53.07 | |
| -0.0504 | -3.62 | |
| 0.0798 | 3.47 | |
| -0.0357 | -1.46 |
Estimation Period:
Oct 8, 2004 to Jun 20, 2025
Oct 8, 2004 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
Other iShares China Large-Cap ETF Analyses
Other Spline-GARCH Analyses on ETFs