V-Lab
V-Lab
iShares MSCI Taiwan Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:22.99% (+1.56%)
Analysis last updated: Friday, June 20, 2025 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Taiwan Capped ETF SGARCH
paramt-stat
ω1.83809.67
α0.08839.09
β0.885575.80
γ10.00585.00
Estimation Period:
Jun 23, 2000 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts