iShares MSCI Taiwan Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:19.74% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8881 | 8.40 | |
| 0.0905 | 8.93 | |
| 0.8785 | 69.17 | |
| 0.0229 | 2.16 | |
| -0.0350 | -2.04 | |
| 0.0342 | 2.52 | |
| -0.0317 | -3.34 |
Estimation Period:
Jun 23, 2000 to Jan 9, 2026
Jun 23, 2000 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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