V-Lab
iShares MSCI Taiwan Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:19.68% (+0.14%)
Analysis last updated: Friday, April 26, 2024 at 09:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8800 | 7.39 | |
| 0.0748 | 7.15 | |
| 0.9079 | 56.70 | |
| 0.0065 | 3.55 |
Estimation Period:
Jun 23, 2000 to Apr 26, 2024
Jun 23, 2000 to Apr 26, 2024
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