iShares MSCI Taiwan Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:19.58% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0274 | 8.66 | |
| 0.8197 | 114.54 | |
| 0.1266 | 24.06 | |
| 0.0081 | 4.70 | |
| 0.0344 | 5.38 | |
| 0.9623 | 138.33 |
Estimation Period:
Jun 23, 2000 to Oct 31, 2025
Jun 23, 2000 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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