iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:18.54% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 19.40 | |
| 0.0352 | 14.19 | |
| 0.9131 | 451.82 | |
| 0.0805 | 16.83 |
Estimation Period:
Jun 23, 2000 to Jan 16, 2026
Jun 23, 2000 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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