iShares MSCI Taiwan Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.37% (+3.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8400 | 10.00 | |
| 0.0896 | 9.18 | |
| 0.8824 | 73.35 | |
| 0.0058 | 5.42 |
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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