iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:19.88% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6048 | 6.61 | |
| 0.1037 | 8.44 | |
| 0.8540 | 55.91 | |
| -0.0193 | -1.42 | |
| 0.0453 | 2.26 | |
| -0.0540 | -3.64 | |
| 0.0619 | 4.62 | |
| -0.0488 | -5.05 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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