iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.10% (+3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 19.91 | |
| 0.0467 | 18.19 | |
| 0.9090 | 471.25 | |
| 0.0732 | 12.54 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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