iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:24.83% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6086 | 6.66 | |
| 0.1040 | 8.48 | |
| 0.8532 | 55.58 | |
| -0.0181 | -1.36 | |
| 0.0435 | 2.22 | |
| -0.0529 | -3.66 | |
| 0.0620 | 4.73 | |
| -0.0497 | -5.28 |
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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