MSCI Japan Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.06% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 29.33 | |
| 0.1151 | 41.75 | |
| 0.8582 | 307.83 |
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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