iShares MSCI Japan ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.41% (+7.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9156 | 8.63 | |
| 0.1033 | 8.59 | |
| 0.8576 | 59.28 | |
| 0.0095 | 2.08 | |
| -0.0144 | -1.93 | |
| 0.0247 | 3.31 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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