iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.78% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6136 | 6.60 | |
| 0.1053 | 8.52 | |
| 0.8524 | 55.54 | |
| -0.0190 | -1.38 | |
| 0.0448 | 2.22 | |
| -0.0532 | -3.56 | |
| 0.0597 | 4.47 | |
| -0.0459 | -4.88 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Japan ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs