V-Lab
V-Lab
iShares MSCI Taiwan Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:21.61% (+2.04%)
Analysis last updated: Friday, June 20, 2025 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Taiwan Capped ETF AGARCH
paramt-stat
ω0.01677.13
α0.086342.10
β0.8996438.83
γ0.588923.80
Estimation Period:
Jun 23, 2000 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts