iShares MSCI Taiwan Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:22.07% (+3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5198 | 8.86 | |
| 0.0879 | 9.39 | |
| 0.8915 | 84.21 | |
| 0.0018 | 5.22 |
Estimation Period:
Jun 23, 2000 to Dec 12, 2025
Jun 23, 2000 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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