iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.55% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 19.34 | |
| 0.0347 | 14.17 | |
| 0.9140 | 456.99 | |
| 0.0800 | 16.88 |
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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