iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:29.64% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1501 | 6.02 | |
| 0.0723 | 33.01 | |
| 0.9918 | 739.05 | |
| 8.0938 | 5.18 |
Estimation Period:
Jun 23, 2000 to Feb 27, 2026
Jun 23, 2000 to Feb 27, 2026
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