iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.47% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4651 | 7.72 | |
| 0.0754 | 65.70 | |
| 0.9970 | 2,589.49 | |
| 7.4672 | 11.97 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
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