iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
42.12%
increased by 0.02%
1 Week
41.96%
decreased by 0.14%
1 Month
41.31%
decreased by 0.79%
Analysis last updated: Monday, June 8, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2937 | 5.85 | |
| 0.0715 | 34.03 | |
| 0.9925 | 787.66 | |
| 8.0309 | 5.39 |
Estimation Period:
Jun 23, 2000 to Jun 5, 2026
Jun 23, 2000 to Jun 5, 2026
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