iShares MSCI Japan ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:22.22% (+19.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0008 | 8,410.00 | |
| -0.0017 | -16,620.00 | |
| 1.4397 | 14,397,390.00 | |
| 0.0700 | 700,340.00 | |
| 0.0007 | 7,300.00 |
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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