iShares MSCI China Multisector Tech ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.37% (-3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3583 | 2.66 | |
| 0.2527 | 3.07 | |
| 0.4307 | 6.19 | |
| 1.2369 | 0.50 | |
| -2.6725 | -0.58 | |
| 4.4885 | 1.29 | |
| -5.8063 | -2.59 | |
| 3.4700 | 1.93 | |
| -0.1662 | -0.11 | |
| -1.1608 | -0.77 | |
| 0.5015 | 0.27 |
Estimation Period:
May 10, 2012 to Feb 6, 2026
May 10, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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