iShares MSCI Japan ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:10.25% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.9236 | 9,235,970.00 | |
| 0.0002 | 1,580.00 | |
| 0.1525 | 1,524,900.00 | |
| 0.6423 | 6,422,530.00 | |
| 0.0087 | 86,760.00 | |
| 0.5905 | 5,905,330.00 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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