iShares MSCI Japan ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.66% (+4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 7.22 | |
| 0.0867 | 41.98 | |
| 0.9019 | 450.28 | |
| 0.4434 | 20.04 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Japan ETF Analyses
Other AGARCH Analyses on ETFs