iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
37.56%
increased by 0.72%
1 Week
37.44%
increased by 0.60%
1 Month
36.97%
increased by 0.13%
Analysis last updated: Friday, May 22, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2495 | 5.95 | |
| 0.0719 | 33.70 | |
| 0.9922 | 775.80 | |
| 8.1025 | 5.28 |
Estimation Period:
Jun 23, 2000 to May 22, 2026
Jun 23, 2000 to May 22, 2026
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