iShares MSCI Taiwan Capped ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.62% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 18.53 | |
| 0.0848 | 39.41 | |
| 0.9061 | 426.21 |
Estimation Period:
Jun 23, 2000 to Feb 20, 2026
Jun 23, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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