iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.67% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6126 | 6.56 | |
| 0.1045 | 8.48 | |
| 0.8540 | 56.10 | |
| -0.0192 | -1.38 | |
| 0.0454 | 2.22 | |
| -0.0540 | -3.56 | |
| 0.0607 | 4.48 | |
| -0.0467 | -4.86 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Japan ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs