iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:33.17% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 19.22 | |
| 0.0349 | 14.03 | |
| 0.9139 | 451.97 | |
| 0.0804 | 16.83 |
Estimation Period:
Jun 23, 2000 to Oct 10, 2025
Jun 23, 2000 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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