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	param	t-stat
$m$	31
$α$	0.0295	9.31
$β$	0.8157	112.43
$γ$	0.1255	23.94
$λ_{1}$	0.0083	4.64
$λ_{2}$	0.0353	5.40
$λ_{3}$	0.9615	135.63

V-Lab

iShares MSCI Taiwan Capped ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:31.86% (-2.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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