iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:26.50% (+4.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1466 | 5.97 | |
| 0.0724 | 32.72 | |
| 0.9919 | 745.24 | |
| 8.1382 | 5.14 |
Estimation Period:
Jun 23, 2000 to Oct 10, 2025
Jun 23, 2000 to Oct 10, 2025
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