iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.93% (+7.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6076 | 6.64 | |
| 0.1039 | 8.43 | |
| 0.8535 | 55.53 | |
| -0.0186 | -1.38 | |
| 0.0443 | 2.23 | |
| -0.0535 | -3.65 | |
| 0.0621 | 4.69 | |
| -0.0493 | -5.19 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Japan ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs