iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:21.45% (+2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5419 | 7.76 | |
| 0.0756 | 65.65 | |
| 0.9970 | 2,623.62 | |
| 7.4864 | 11.92 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
Other iShares MSCI Japan ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs