iShares MSCI Taiwan Capped ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.36% (+3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 18.54 | |
| 0.0850 | 39.39 | |
| 0.9059 | 424.89 |
Estimation Period:
Jun 23, 2000 to Feb 6, 2026
Jun 23, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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