iShares Currency Hedged MSCI Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.20% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5682 | 9.64 | |
| 0.1066 | 19.32 | |
| 0.9519 | 190.42 | |
| 5.8651 | 4.92 |
Estimation Period:
Feb 5, 2014 to Feb 13, 2026
Feb 5, 2014 to Feb 13, 2026
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