V-Lab: iShares MSCI Japan ETF GARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Japan ETF GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:14.69% (-0.44%)

Analysis last updated: Wednesday, April 24, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0178	18.49
$α$	0.0911	40.65
$β$	0.9044	436.47

Estimation Period:
Apr 1, 1996 to Apr 19, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts