iShares MSCI Taiwan Capped ETF APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
32.93%
decreased by 0.66%
1 Week
32.83%
decreased by 0.76%
1 Month
32.48%
decreased by 1.11%
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 | |
|---|---|---|
| 0.0302 | 23.89 | |
| 0.0838 | 35.63 | |
| 0.9162 | 436.70 | |
| 0.4278 | 22.27 | |
| 1.1731 | 34.31 |
Estimation Period:
Jun 23, 2000 to May 15, 2026
Jun 23, 2000 to May 15, 2026
Other iShares MSCI Taiwan Capped ETF Analyses
Other APARCH Analyses on ETFs