iShares MSCI Taiwan Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.94% (+4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8898 | 8.41 | |
| 0.0907 | 8.95 | |
| 0.8783 | 69.16 | |
| 0.0227 | 2.16 | |
| -0.0348 | -2.05 | |
| 0.0342 | 2.55 | |
| -0.0319 | -3.42 |
Estimation Period:
Jun 23, 2000 to Feb 6, 2026
Jun 23, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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