V-Lab
iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:15.12% (-0.54%)
Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 18.83 | |
| 0.0495 | 18.52 | |
| 0.9077 | 468.13 | |
| 0.0722 | 12.02 |
Estimation Period:
Apr 1, 1996 to Nov 15, 2024
Apr 1, 1996 to Nov 15, 2024
News Impact Curve
Volatility Forecasts
Other iShares MSCI Japan ETF Analyses