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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0215	20.13***
α ARCH Response to squared shocks	0.0467	18.51***
β GARCH Volatility persistence	0.9082	470.59***
γ leverage Additional response to negative shocks	0.0748	12.92***

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iShares MSCI Japan ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Japan ETF Analyses