V-Lab
iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:23.42% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1967 | 6.07 | |
| 0.0725 | 33.39 | |
| 0.9922 | 781.22 | |
| 8.2489 | 5.15 |
Estimation Period:
Jun 23, 2000 to Jun 20, 2025
Jun 23, 2000 to Jun 20, 2025
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