iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
18.06%
decreased by 0.88%
1 Week
18.19%
decreased by 0.75%
1 Month
18.71%
decreased by 0.23%
Analysis last updated: Friday, May 22, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3905 | 7.64 | |
| 0.0746 | 65.74 | |
| 0.9969 | 2,498.37 | |
| 7.3111 | 12.34 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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