iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
37.45%
increased by 2.83%
1 Week
37.26%
increased by 2.64%
1 Month
36.57%
increased by 1.95%
Analysis last updated: Thursday, March 26, 2026 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 19.54 | |
| 0.0367 | 14.40 | |
| 0.9131 | 454.97 | |
| 0.0782 | 16.08 |
Estimation Period:
Jun 23, 2000 to Mar 20, 2026
Jun 23, 2000 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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