iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:25.78% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 19.23 | |
| 0.0347 | 13.98 | |
| 0.9136 | 452.52 | |
| 0.0812 | 16.93 |
Estimation Period:
Jun 23, 2000 to Oct 24, 2025
Jun 23, 2000 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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