iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
50.65%
increased by 8.84%
1 Week
50.32%
increased by 8.51%
1 Month
49.05%
increased by 7.24%
Analysis last updated: Tuesday, June 23, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 19.23 | |
| 0.0389 | 15.19 | |
| 0.9143 | 469.13 | |
| 0.0741 | 15.35 |
Estimation Period:
Jun 23, 2000 to Jun 18, 2026
Jun 23, 2000 to Jun 18, 2026
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