iShares MSCI Taiwan Capped ETF GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
47.32%
increased by 2.62%
1 Week
47.10%
increased by 2.40%
1 Month
46.26%
increased by 1.56%
Analysis last updated: Friday, June 12, 2026 at 02:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 18.13 | |
| 0.0840 | 40.00 | |
| 0.9080 | 440.55 |
Estimation Period:
Jun 23, 2000 to Jun 5, 2026
Jun 23, 2000 to Jun 5, 2026
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