iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:14.48% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6127 | 6.57 | |
| 0.1048 | 8.49 | |
| 0.8535 | 55.90 | |
| -0.0191 | -1.38 | |
| 0.0452 | 2.21 | |
| -0.0537 | -3.55 | |
| 0.0602 | 4.45 | |
| -0.0463 | -4.83 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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