V-Lab
iShares MSCI Taiwan Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:20.67% (-0.32%)
Analysis last updated: Tuesday, November 5, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0262 | 8.02 | |
| 0.8177 | 120.25 | |
| 0.1288 | 25.48 | |
| 0.0085 | 4.56 | |
| 0.0379 | 5.41 | |
| 0.9587 | 126.75 |
Estimation Period:
Jun 23, 2000 to Nov 1, 2024
Jun 23, 2000 to Nov 1, 2024
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