iShares MSCI Japan ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:27.22% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 7.27 | |
| 0.0868 | 42.28 | |
| 0.9018 | 451.81 | |
| 0.4433 | 20.18 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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