MSCI Japan Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.54% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 9.27 | |
| 0.1810 | 43.01 | |
| 0.9656 | 701.27 | |
| -0.0964 | -22.87 |
Estimation Period:
Dec 29, 1989 to Apr 4, 2025
Dec 29, 1989 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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