iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
47.88%
increased by 4.69%
1 Week
47.65%
increased by 4.46%
1 Month
46.78%
increased by 3.59%
Analysis last updated: Tuesday, July 7, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3193 | 5.88 | |
| 0.0716 | 34.34 | |
| 0.9926 | 804.34 | |
| 8.0722 | 5.38 |
Estimation Period:
Jun 23, 2000 to Jul 2, 2026
Jun 23, 2000 to Jul 2, 2026
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