iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.05% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1415 | 6.03 | |
| 0.0724 | 33.00 | |
| 0.9918 | 736.28 | |
| 8.0880 | 5.19 |
Estimation Period:
Jun 23, 2000 to Feb 13, 2026
Jun 23, 2000 to Feb 13, 2026
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