iShares MSCI Taiwan Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.60% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0283 | 8.86 | |
| 0.8156 | 112.98 | |
| 0.1274 | 24.19 | |
| 0.0082 | 4.62 | |
| 0.0347 | 5.42 | |
| 0.9620 | 137.99 |
Estimation Period:
Jun 23, 2000 to Feb 6, 2026
Jun 23, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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