iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:25.97% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 19.71 | |
| 0.0481 | 18.31 | |
| 0.9062 | 461.89 | |
| 0.0765 | 12.65 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Japan ETF Analyses
Other GJR-GARCH Analyses on ETFs