iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
32.35%
decreased by 1.33%
1 Week
32.27%
decreased by 1.41%
1 Month
31.98%
decreased by 1.70%
Analysis last updated: Friday, May 29, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 19.35 | |
| 0.0374 | 15.05 | |
| 0.9141 | 464.73 | |
| 0.0763 | 15.93 |
Estimation Period:
Jun 23, 2000 to May 29, 2026
Jun 23, 2000 to May 29, 2026
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