iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:25.91% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5279 | 7.73 | |
| 0.0745 | 66.06 | |
| 0.9970 | 2,630.56 | |
| 7.3220 | 12.41 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
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