iShares MSCI Taiwan Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:18.64% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 7.67 | |
| 0.0874 | 42.04 | |
| 0.8974 | 422.29 | |
| 0.5911 | 24.10 |
Estimation Period:
Jun 23, 2000 to Dec 5, 2025
Jun 23, 2000 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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