iShares MSCI Japan ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:18.90% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 7.24 | |
| 0.0866 | 42.13 | |
| 0.9020 | 451.43 | |
| 0.4436 | 20.14 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Japan ETF Analyses
Other AGARCH Analyses on ETFs