iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:24.25% (+4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 19.23 | |
| 0.0345 | 13.96 | |
| 0.9140 | 454.06 | |
| 0.0806 | 16.86 |
Estimation Period:
Jun 23, 2000 to Dec 12, 2025
Jun 23, 2000 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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