iShares MSCI Japan ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:13.88% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 6.80 | |
| 0.0892 | 42.37 | |
| 0.8992 | 441.67 | |
| 0.4488 | 20.64 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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