iShares MSCI Japan ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.16% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 8.48 | |
| 0.1641 | 40.51 | |
| 0.9830 | 1,026.05 | |
| -0.0655 | -16.83 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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