iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.34% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 19.78 | |
| 0.0479 | 18.30 | |
| 0.9062 | 463.04 | |
| 0.0763 | 12.70 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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