iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:32.05% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 19.53 | |
| 0.0366 | 14.38 | |
| 0.9132 | 455.03 | |
| 0.0781 | 16.05 |
Estimation Period:
Jun 23, 2000 to Mar 13, 2026
Jun 23, 2000 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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