iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:22.57% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 19.71 | |
| 0.0479 | 18.29 | |
| 0.9066 | 464.70 | |
| 0.0760 | 12.65 |
Estimation Period:
Apr 1, 1996 to Oct 17, 2025
Apr 1, 1996 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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