iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:19.40% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1356 | 6.01 | |
| 0.0727 | 33.11 | |
| 0.9918 | 735.20 | |
| 8.0844 | 5.21 |
Estimation Period:
Jun 23, 2000 to Oct 31, 2025
Jun 23, 2000 to Oct 31, 2025
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