iShares MSCI Japan ETF GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:15.31% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 20.13 | |
| 0.0921 | 40.52 | |
| 0.9021 | 426.75 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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