iShares MSCI Taiwan Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:31.05% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8887 | 8.38 | |
| 0.0904 | 8.99 | |
| 0.8789 | 69.87 | |
| 0.0225 | 2.16 | |
| -0.0346 | -2.05 | |
| 0.0344 | 2.59 | |
| -0.0324 | -3.49 |
Estimation Period:
Jun 23, 2000 to Mar 6, 2026
Jun 23, 2000 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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