V-Lab
V-Lab
iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:16.67% (-0.44%)
Analysis last updated: Tuesday, September 16, 2025 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of iShares MSCI Taiwan Capped ETF GJR-GARCH
paramt-stat
ω0.031719.07
α0.034313.94
β0.9153461.32
γ0.079816.90
Estimation Period:
Jun 23, 2000 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts