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V-Lab
V-Lab
iShares MSCI Taiwan Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:35.77% (-0.22%)
Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC
Date Range:

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to

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1Y ·

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graph of iShares MSCI Taiwan Capped ETF MF2-GARCH
paramt-stat
m31
α0.02768.76
β0.8235115.70
γ0.124523.66
λ10.00804.76
λ20.03395.23
λ30.9629136.81
Estimation Period:
Jun 23, 2000 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts