V-Lab
iShares MSCI Taiwan Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:17.84% (+0.16%)
Analysis last updated: Friday, April 26, 2024 at 09:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5562 | 7.48 | |
| 0.0737 | 7.65 | |
| 0.9135 | 60.45 | |
| 0.0020 | 3.58 |
Estimation Period:
Jun 23, 2000 to Apr 26, 2024
Jun 23, 2000 to Apr 26, 2024
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