iShares MSCI Japan ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.34% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 7.22 | |
| 0.0867 | 42.11 | |
| 0.9019 | 450.94 | |
| 0.4441 | 20.15 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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