V-Lab
iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:15.92% (+0.14%)
Analysis last updated: Wednesday, April 17, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7680 | 11.68 | |
| 0.1000 | 8.86 | |
| 0.8712 | 69.17 | |
| 0.0019 | 9.00 |
Estimation Period:
Apr 1, 1996 to Apr 12, 2024
Apr 1, 1996 to Apr 12, 2024
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