iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.10% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4644 | 7.69 | |
| 0.0745 | 65.85 | |
| 0.9969 | 2,589.46 | |
| 7.3184 | 12.40 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
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