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{name} Model Equation

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Param	Value	t-stat
ωconst	1.8740	7.89***
αARCH	0.0906	9.13***
βGARCH	0.8830	75.48***

γ₁	0.0199	1.94*
γ₂	-0.0307	-1.87*
γ₃	0.0336	2.57**
γ₄	-0.0340	-3.66***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8740	7.89***
α ARCH Response to squared shocks	0.0906	9.13***
β GARCH Volatility persistence	0.8830	75.48***

γ₁	0.0199	1.94*
γ₂	-0.0307	-1.87*
γ₃	0.0336	2.57**
γ₄	-0.0340	-3.66***

V-Lab

iShares MSCI Taiwan Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Taiwan Capped ETF Analyses