iShares MSCI Taiwan Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
46.52%
increased by 0.58%
1 Week
46.24%
increased by 0.30%
1 Month
45.17%
decreased by 0.77%
Analysis last updated: Wednesday, June 10, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 19.24 | |
| 0.0390 | 15.20 | |
| 0.9142 | 467.12 | |
| 0.0742 | 15.30 |
Estimation Period:
Jun 23, 2000 to Jun 5, 2026
Jun 23, 2000 to Jun 5, 2026
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