iShares MSCI China ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.32% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0581 | 7.32 | |
| 0.7761 | 91.36 | |
| 0.0879 | 8.83 | |
| 0.3237 | 0.61 | |
| 0.3830 | 0.62 | |
| 0.4901 | 0.59 |
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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