V-Lab
iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:20.22% (-0.81%)
Analysis last updated: Monday, December 23, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 18.86 | |
| 0.0492 | 18.53 | |
| 0.9080 | 469.24 | |
| 0.0723 | 12.09 |
Estimation Period:
Apr 1, 1996 to Dec 20, 2024
Apr 1, 1996 to Dec 20, 2024
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