iShares MSCI Taiwan Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:25.61% (+6.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0276 | 8.71 | |
| 0.8194 | 114.32 | |
| 0.1261 | 24.05 | |
| 0.0081 | 4.68 | |
| 0.0344 | 5.38 | |
| 0.9623 | 138.46 |
Estimation Period:
Jun 23, 2000 to Dec 12, 2025
Jun 23, 2000 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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