iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:18.51% (+2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 19.77 | |
| 0.0480 | 18.33 | |
| 0.9064 | 463.87 | |
| 0.0759 | 12.64 |
Estimation Period:
Apr 1, 1996 to Nov 14, 2025
Apr 1, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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