iShares MSCI Japan ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.51% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 20.36 | |
| 0.0901 | 40.48 | |
| 0.9040 | 435.05 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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