V-Lab
iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:18.28% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1664 | 6.06 | |
| 0.0723 | 33.29 | |
| 0.9921 | 774.47 | |
| 8.2338 | 5.14 |
Estimation Period:
Jun 23, 2000 to Jul 25, 2025
Jun 23, 2000 to Jul 25, 2025
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