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V-Lab
V-Lab
iShares MSCI Taiwan Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:25.54% (-1.42%)
Analysis last updated: Friday, November 21, 2025 at 11:49 PM UTC
Date Range:

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1Y ·

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graph of iShares MSCI Taiwan Capped ETF MF2-GARCH
paramt-stat
m31
α0.02738.65
β0.8208115.26
γ0.125824.03
λ10.00814.71
λ20.03435.37
λ30.9624138.84
Estimation Period:
Jun 23, 2000 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts