iShares MSCI Taiwan Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:22.22% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8900 | 8.41 | |
| 0.0906 | 8.94 | |
| 0.8783 | 69.07 | |
| 0.0228 | 2.16 | |
| -0.0348 | -2.04 | |
| 0.0340 | 2.53 | |
| -0.0316 | -3.35 |
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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