V-Lab
iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 9th, 2025:34.59% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7524 | 11.14 | |
| 0.0989 | 8.77 | |
| 0.8749 | 70.66 | |
| 0.0017 | 8.28 |
Estimation Period:
Apr 1, 1996 to Apr 4, 2025
Apr 1, 1996 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Japan ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs