V-Lab: iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 31st, 2025:19.06% (+2.08%)

Analysis last updated: Friday, March 28, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8486	7.96
$α$	0.0755	64.91
$β$	0.9973	2,995.01
$ν$	7.8309	11.03

Estimation Period:
Apr 1, 1996 to Mar 28, 2025