iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.77% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1334 | 6.02 | |
| 0.0722 | 32.98 | |
| 0.9918 | 735.73 | |
| 8.0838 | 5.18 |
Estimation Period:
Jun 23, 2000 to Feb 20, 2026
Jun 23, 2000 to Feb 20, 2026
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