iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:21.96% (+1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6138 | 6.57 | |
| 0.1054 | 8.52 | |
| 0.8527 | 55.63 | |
| -0.0191 | -1.38 | |
| 0.0451 | 2.22 | |
| -0.0538 | -3.57 | |
| 0.0607 | 4.52 | |
| -0.0469 | -4.96 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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