iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
45.94%
decreased by 2.01%
1 Week
45.67%
decreased by 2.28%
1 Month
44.64%
decreased by 3.31%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 19.24 | |
| 0.0390 | 15.20 | |
| 0.9142 | 467.12 | |
| 0.0742 | 15.30 |
Estimation Period:
Jun 23, 2000 to Jun 5, 2026
Jun 23, 2000 to Jun 5, 2026
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