iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:23.02% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1404 | 6.04 | |
| 0.0724 | 33.08 | |
| 0.9918 | 741.27 | |
| 8.1257 | 5.16 |
Estimation Period:
Jun 23, 2000 to Dec 12, 2025
Jun 23, 2000 to Dec 12, 2025
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