iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
28.56%
decreased by 1.07%
1 Week
28.55%
decreased by 1.08%
1 Month
28.49%
decreased by 1.14%
Analysis last updated: Thursday, April 16, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 19.39 | |
| 0.0362 | 14.34 | |
| 0.9138 | 459.18 | |
| 0.0784 | 16.22 |
Estimation Period:
Jun 23, 2000 to Apr 10, 2026
Jun 23, 2000 to Apr 10, 2026
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