iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.93% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 19.37 | |
| 0.0349 | 14.17 | |
| 0.9138 | 455.75 | |
| 0.0800 | 16.84 |
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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