V-Lab
iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:15.16% (-0.14%)
Analysis last updated: Friday, April 26, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7676 | 11.68 | |
| 0.0998 | 8.86 | |
| 0.8714 | 69.31 | |
| 0.0019 | 9.02 |
Estimation Period:
Apr 1, 1996 to Apr 26, 2024
Apr 1, 1996 to Apr 26, 2024
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