iShares MSCI Taiwan Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
43.41%
decreased by 2.51%
1 Week
42.69%
decreased by 3.23%
1 Month
40.19%
decreased by 5.73%
Analysis last updated: Friday, June 12, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8752 | 8.15 | |
| 0.0884 | 9.13 | |
| 0.8836 | 73.61 | |
| 0.0213 | 2.04 | |
| -0.0330 | -1.95 | |
| 0.0343 | 2.57 | |
| -0.0334 | -3.56 |
Estimation Period:
Jun 23, 2000 to Jun 12, 2026
Jun 23, 2000 to Jun 12, 2026
Other iShares MSCI Taiwan Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs