iShares MSCI China ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.39% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0846 | 15.74 | |
| 0.0521 | 8.61 | |
| 0.8819 | 169.72 | |
| 0.0724 | 5.76 |
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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