iShares MSCI Taiwan Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
42.36%
decreased by 2.34%
1 Week
42.19%
decreased by 2.51%
1 Month
41.53%
decreased by 3.17%
Analysis last updated: Friday, June 12, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3000 | 5.87 | |
| 0.0715 | 34.19 | |
| 0.9925 | 793.99 | |
| 8.0433 | 5.39 |
Estimation Period:
Jun 23, 2000 to Jun 12, 2026
Jun 23, 2000 to Jun 12, 2026
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