iShares MSCI Taiwan Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.30% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8375 | 10.01 | |
| 0.0894 | 9.18 | |
| 0.8827 | 73.54 | |
| 0.0057 | 5.41 |
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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