V-Lab
V-Lab
iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:36.59% (-1.49%)
Analysis last updated: Thursday, May 8, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Taiwan Capped ETF GJR-GARCH
paramt-stat
ω0.030118.40
α0.034313.93
β0.9174462.63
γ0.077216.38
Estimation Period:
Jun 23, 2000 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts