iShares MSCI China Multisector Tech ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.25% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8838 | 10.91 | |
| 0.2352 | 7.66 | |
| 0.5871 | 37.15 | |
| 0.0175 | 0.26 |
Estimation Period:
May 10, 2012 to Feb 13, 2026
May 10, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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