iShares MSCI Taiwan Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:31.54% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8879 | 8.37 | |
| 0.0902 | 9.00 | |
| 0.8792 | 70.02 | |
| 0.0225 | 2.16 | |
| -0.0345 | -2.05 | |
| 0.0344 | 2.59 | |
| -0.0324 | -3.49 |
Estimation Period:
Jun 23, 2000 to Mar 13, 2026
Jun 23, 2000 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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