V-Lab
iShares MSCI Taiwan Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:20.61% (-0.79%)
Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0262 | 8.02 | |
| 0.8175 | 120.00 | |
| 0.1286 | 25.45 | |
| 0.0085 | 4.54 | |
| 0.0380 | 5.40 | |
| 0.9586 | 126.03 |
Estimation Period:
Jun 23, 2000 to Nov 15, 2024
Jun 23, 2000 to Nov 15, 2024
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