iShares MSCI Taiwan Capped ETF AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
33.01%
decreased by 1.65%
1 Week
32.91%
decreased by 1.75%
1 Month
32.56%
decreased by 2.10%
Analysis last updated: Thursday, May 21, 2026 at 02:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 8.28 | |
| 0.0875 | 42.93 | |
| 0.8985 | 433.61 | |
| 0.5700 | 23.84 |
Estimation Period:
Jun 23, 2000 to May 15, 2026
Jun 23, 2000 to May 15, 2026
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