iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
24.21%
increased by 3.44%
1 Week
24.28%
increased by 3.51%
1 Month
24.54%
increased by 3.77%
Analysis last updated: Friday, June 12, 2026 at 02:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3819 | 7.61 | |
| 0.0741 | 65.59 | |
| 0.9969 | 2,510.98 | |
| 7.2493 | 12.53 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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