iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:28.51% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 19.22 | |
| 0.0343 | 13.90 | |
| 0.9143 | 455.77 | |
| 0.0806 | 16.94 |
Estimation Period:
Jun 23, 2000 to Dec 24, 2025
Jun 23, 2000 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Taiwan Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs