iShares MSCI Japan Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:448.17% (-27.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.3571 | 13.76 | |
| 0.0707 | 66.48 | |
| 0.9970 | 3,864.44 | |
| 2.0017 | 250,207.38 |
Estimation Period:
Mar 7, 2019 to Feb 13, 2026
Mar 7, 2019 to Feb 13, 2026
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