iShares MSCI Taiwan Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:23.15% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8350 | 9.86 | |
| 0.0893 | 9.13 | |
| 0.8832 | 73.72 | |
| 0.0057 | 5.10 |
Estimation Period:
Jun 23, 2000 to Nov 7, 2025
Jun 23, 2000 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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