iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:17.77% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6066 | 6.63 | |
| 0.1034 | 8.43 | |
| 0.8542 | 55.92 | |
| -0.0188 | -1.39 | |
| 0.0446 | 2.24 | |
| -0.0535 | -3.63 | |
| 0.0615 | 4.61 | |
| -0.0485 | -5.04 |
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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