iShares MSCI Japan ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.54% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 20.35 | |
| 0.0900 | 40.49 | |
| 0.9041 | 435.29 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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