iShares MSCI Japan ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:1.52% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.9504 | 9,504,430.00 | |
| 0.0015 | 15,240.00 | |
| 0.0961 | 960,660.00 | |
| 1.4038 | 57.81 | |
| 0.0951 | 57.16 | |
| 0.0016 | 0.09 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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