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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6074	6.70***
α ARCH Response to squared shocks	0.1021	8.45***
β GARCH Volatility persistence	0.8555	56.74***

γ₁	-0.0171	-1.32
γ₂	0.0414	2.18**
γ₃	-0.0512	-3.66***
γ₄	0.0619	4.82***
γ₅	-0.0512	-5.55***

V-Lab

iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Japan ETF Analyses