iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:28.44% (+4.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 19.21 | |
| 0.0344 | 13.92 | |
| 0.9138 | 452.83 | |
| 0.0811 | 16.95 |
Estimation Period:
Jun 23, 2000 to Nov 14, 2025
Jun 23, 2000 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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