iShares MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:15.50% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5142 | 7.76 | |
| 0.0752 | 65.89 | |
| 0.9970 | 2,644.58 | |
| 7.4615 | 12.04 |
Estimation Period:
Apr 1, 1996 to Nov 14, 2025
Apr 1, 1996 to Nov 14, 2025
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