V-Lab
V-Lab
iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:25.74% (-0.98%)
Analysis last updated: Thursday, May 22, 2025 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Taiwan Capped ETF GJR-GARCH
paramt-stat
ω0.030518.51
α0.034013.93
β0.9171460.84
γ0.078016.59
Estimation Period:
Jun 23, 2000 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts