iShares MSCI Taiwan Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:34.58% (+6.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5235 | 8.82 | |
| 0.0875 | 9.36 | |
| 0.8922 | 84.61 | |
| 0.0018 | 5.21 |
Estimation Period:
Jun 23, 2000 to Oct 10, 2025
Jun 23, 2000 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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