iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.87% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6077 | 6.66 | |
| 0.1038 | 8.45 | |
| 0.8533 | 55.52 | |
| -0.0183 | -1.37 | |
| 0.0437 | 2.22 | |
| -0.0530 | -3.65 | |
| 0.0617 | 4.68 | |
| -0.0491 | -5.18 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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