V-Lab
iShares MSCI Japan ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:0.28% (-6.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.4908 | 14,908,100.00 | |
| 0.0396 | 395,520.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Apr 1, 1996 to May 30, 2025
Apr 1, 1996 to May 30, 2025
News Impact Curve
Volatility Forecasts
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