iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:23.12% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1476 | 6.03 | |
| 0.0725 | 33.10 | |
| 0.9918 | 741.83 | |
| 8.1139 | 5.18 |
Estimation Period:
Jun 23, 2000 to Nov 21, 2025
Jun 23, 2000 to Nov 21, 2025
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