iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:29.99% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1761 | 5.99 | |
| 0.0722 | 33.23 | |
| 0.9919 | 743.54 | |
| 8.0636 | 5.23 |
Estimation Period:
Jun 23, 2000 to Mar 13, 2026
Jun 23, 2000 to Mar 13, 2026
Other iShares MSCI Taiwan Capped ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs