V-Lab
V-Lab
iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:43.56% (+7.31%)
Analysis last updated: Friday, April 4, 2025 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Taiwan Capped ETF GJR-GARCH
paramt-stat
ω0.030018.54
α0.034814.00
β0.9177461.87
γ0.075316.19
Estimation Period:
Jun 23, 2000 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts