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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.3092	5.94***
α ARCH Response to squared shocks	0.0717	34.19***
β GARCH Volatility persistence	0.9925	807.60***
ν DF Student-t tail thickness	8.1830	5.29***

V-Lab

iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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