iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:15.21% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 19.75 | |
| 0.0480 | 18.31 | |
| 0.9064 | 463.13 | |
| 0.0759 | 12.64 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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