iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.14% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5409 | 7.77 | |
| 0.0751 | 65.99 | |
| 0.9970 | 2,673.01 | |
| 7.4627 | 12.04 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
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