iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:16.93% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4362 | 7.69 | |
| 0.0742 | 65.89 | |
| 0.9970 | 2,603.04 | |
| 7.3218 | 12.42 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
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