iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.24%
decreased by 0.97%
1 Week
23.31%
decreased by 0.90%
1 Month
23.61%
decreased by 0.60%
Analysis last updated: Friday, June 12, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4562 | 7.66 | |
| 0.0741 | 65.67 | |
| 0.9969 | 2,569.38 | |
| 7.2686 | 12.50 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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