iShares MSCI Japan ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.78% (-8.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.4858 | 28.43 | |
| 0.0773 | 33.89 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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