V-Lab
iShares MSCI Taiwan Capped ETF GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:18.63% (-0.59%)
Analysis last updated: Thursday, April 18, 2024 at 10:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 11.98 | |
| 0.0755 | 35.20 | |
| 0.9195 | 373.03 |
Estimation Period:
Jun 23, 2000 to Apr 12, 2024
Jun 23, 2000 to Apr 12, 2024
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