iShares Currency Hedged MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.90% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 16.29 | |
| 0.0456 | 6.12 | |
| 0.8460 | 156.73 | |
| 0.1307 | 8.07 |
Estimation Period:
Feb 5, 2014 to Feb 13, 2026
Feb 5, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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