iShares MSCI Japan ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:0.31% (-30.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.9155 | 9,154,920.00 | |
| 0.0004 | 4,290.00 | |
| 0.1682 | 1,681,580.00 | |
| 1.4789 | 14,789,180.00 | |
| 0.0429 | 429,240.00 | |
| 0.0003 | 3,440.00 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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