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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0207	20.02***
α ARCH Response to squared shocks	0.0454	18.26***
β GARCH Volatility persistence	0.9111	478.51***
γ leverage Additional response to negative shocks	0.0719	12.76***

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iShares MSCI Japan ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Japan ETF Analyses