MSCI Japan Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.63% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0636 | 9.09 | |
| 0.1150 | 10.06 | |
| 0.8568 | 73.10 | |
| -0.0002 | -0.46 |
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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