iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.62% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4446 | 7.68 | |
| 0.0744 | 65.82 | |
| 0.9969 | 2,576.06 | |
| 7.3153 | 12.40 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
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