iShares MSCI China ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.16% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 13.38 | |
| 0.1861 | 20.90 | |
| 0.9649 | 484.15 | |
| -0.0507 | -5.87 |
Estimation Period:
Mar 31, 2011 to Feb 6, 2026
Mar 31, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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