iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:25.63% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6097 | 6.51 | |
| 0.1048 | 8.48 | |
| 0.8542 | 56.21 | |
| -0.0198 | -1.41 | |
| 0.0465 | 2.24 | |
| -0.0550 | -3.58 | |
| 0.0617 | 4.51 | |
| -0.0475 | -4.91 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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