iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:18.81% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1188 | 6.00 | |
| 0.0723 | 33.05 | |
| 0.9917 | 729.22 | |
| 8.0445 | 5.21 |
Estimation Period:
Jun 23, 2000 to Jan 9, 2026
Jun 23, 2000 to Jan 9, 2026
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