iShares MSCI Japan ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:29.42% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9112 | 8.66 | |
| 0.1032 | 8.59 | |
| 0.8575 | 59.29 | |
| 0.0093 | 2.06 | |
| -0.0140 | -1.89 | |
| 0.0241 | 3.22 |
Estimation Period:
Apr 1, 1996 to Feb 27, 2026
Apr 1, 1996 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Japan ETF Analyses
Other Spline-GARCH Analyses on ETFs