iShares MSCI China ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.56% (+2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0908 | 16.46 | |
| 0.0979 | 19.23 | |
| 0.8708 | 149.64 |
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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