iShares MSCI Taiwan Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:21.59% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5237 | 8.91 | |
| 0.0884 | 9.38 | |
| 0.8907 | 83.27 | |
| 0.0018 | 5.28 |
Estimation Period:
Jun 23, 2000 to Oct 31, 2025
Jun 23, 2000 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Taiwan Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs