iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
32.88%
decreased by 0.67%
1 Week
32.89%
decreased by 0.66%
1 Month
32.92%
decreased by 0.63%
Analysis last updated: Thursday, April 2, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6589 | 7.80 | |
| 0.0746 | 66.28 | |
| 0.9971 | 2,731.70 | |
| 7.3488 | 12.40 |
Estimation Period:
Apr 1, 1996 to Apr 2, 2026
Apr 1, 1996 to Apr 2, 2026
Other iShares MSCI Japan ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs