iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:19.79% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5824 | 7.77 | |
| 0.0752 | 65.79 | |
| 0.9970 | 2,687.45 | |
| 7.4590 | 12.05 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
Other iShares MSCI Japan ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs