V-Lab
iShares China Large-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:35.43% (+0.40%)
Analysis last updated: Tuesday, November 5, 2024 at 11:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6422 | 5.74 | |
| 0.0897 | 5.94 | |
| 0.8871 | 53.83 | |
| -0.0538 | -3.39 | |
| 0.0824 | 3.16 | |
| -0.0303 | -1.16 |
Estimation Period:
Oct 8, 2004 to Nov 1, 2024
Oct 8, 2004 to Nov 1, 2024
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