iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:16.55% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4440 | 7.68 | |
| 0.0744 | 65.86 | |
| 0.9970 | 2,603.03 | |
| 7.3203 | 12.41 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
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