V-Lab: iShares MSCI Japan ETF AGARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Japan ETF AGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:18.27% (-0.60%)

Analysis last updated: Thursday, April 18, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0109	6.80
$α$	0.0890	42.72
$β$	0.9010	451.18
$γ$	0.4226	19.26

Estimation Period:
Apr 1, 1996 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts