iShares China Large-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:18.90% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5455 | 4.63 | |
| 0.0892 | 5.91 | |
| 0.8820 | 51.03 | |
| -0.0883 | -2.63 | |
| 0.1050 | 2.17 | |
| 0.0141 | 0.53 | |
| -0.0821 | -2.36 |
Estimation Period:
Oct 8, 2004 to Dec 5, 2025
Oct 8, 2004 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other iShares China Large-Cap ETF Analyses
Other Spline-GARCH Analyses on ETFs