iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:22.07% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1382 | 6.02 | |
| 0.0726 | 33.11 | |
| 0.9918 | 739.06 | |
| 8.0997 | 5.20 |
Estimation Period:
Jun 23, 2000 to Nov 7, 2025
Jun 23, 2000 to Nov 7, 2025
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