iShares China Large-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:21.12% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5486 | 4.76 | |
| 0.0874 | 5.87 | |
| 0.8837 | 51.43 | |
| -0.0859 | -2.69 | |
| 0.1030 | 2.22 | |
| 0.0130 | 0.50 | |
| -0.0856 | -2.64 |
Estimation Period:
Oct 8, 2004 to Mar 13, 2026
Oct 8, 2004 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares China Large-Cap ETF Analyses
Other Spline-GARCH Analyses on ETFs