iShares MSCI Taiwan Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:21.69% (+3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0281 | 8.81 | |
| 0.8156 | 112.82 | |
| 0.1276 | 24.19 | |
| 0.0082 | 4.62 | |
| 0.0347 | 5.41 | |
| 0.9619 | 137.79 |
Estimation Period:
Jun 23, 2000 to Jan 23, 2026
Jun 23, 2000 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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