iShares MSCI Taiwan Capped ETF GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:30.62% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 18.51 | |
| 0.0849 | 39.60 | |
| 0.9062 | 428.46 |
Estimation Period:
Jun 23, 2000 to Mar 13, 2026
Jun 23, 2000 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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