iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.41% (+3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4632 | 7.69 | |
| 0.0743 | 65.90 | |
| 0.9970 | 2,596.23 | |
| 7.3033 | 12.47 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
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