iShares MSCI Japan ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:28.58% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 8.66 | |
| 0.1651 | 40.97 | |
| 0.9828 | 1,029.13 | |
| -0.0653 | -16.86 |
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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