iShares MSCI Taiwan Capped ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
34.91%
decreased by 1.22%
1 Week
34.90%
decreased by 1.23%
1 Month
35.13%
decreased by 1.00%
Analysis last updated: Friday, May 22, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0283 | 9.17 | |
| 0.8160 | 109.62 | |
| 0.1257 | 24.04 | |
| 0.0088 | 4.46 | |
| 0.0388 | 5.21 | |
| 0.9580 | 119.70 |
Estimation Period:
Jun 23, 2000 to May 22, 2026
Jun 23, 2000 to May 22, 2026
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