iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:22.28% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1240 | 6.03 | |
| 0.0724 | 33.03 | |
| 0.9917 | 731.91 | |
| 8.0737 | 5.19 |
Estimation Period:
Jun 23, 2000 to Jan 23, 2026
Jun 23, 2000 to Jan 23, 2026
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