V-Lab
iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:18.95% (-0.66%)
Analysis last updated: Wednesday, April 24, 2024 at 09:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4365 | 4.53 | |
| 0.0686 | 32.32 | |
| 0.9939 | 761.01 | |
| 8 | 4.76 |
Estimation Period:
Jun 23, 2000 to Apr 19, 2024
Jun 23, 2000 to Apr 19, 2024
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