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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6150	6.67***
α ARCH Response to squared shocks	0.1025	8.53***
β GARCH Volatility persistence	0.8559	57.38***

γ₁	-0.0167	-1.29
γ₂	0.0407	2.14**
γ₃	-0.0501	-3.58***
γ₄	0.0600	4.73***
γ₅	-0.0493	-5.52***

V-Lab

iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Japan ETF Analyses