V-Lab
iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:17.25% (+3.11%)
Analysis last updated: Wednesday, March 5, 2025 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7445 | 11.44 | |
| 0.0966 | 8.79 | |
| 0.8765 | 71.80 | |
| 0.0017 | 8.56 |
Estimation Period:
Apr 1, 1996 to Feb 28, 2025
Apr 1, 1996 to Feb 28, 2025
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