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	param	t-stat
$ω$	0.0348	7.60
$α$	0.0716	13.34
$β$	0.8926	136.87
$γ$	0.4713	9.74

V-Lab

iShares MSCI Japan Value ETF AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.66% (+3.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI Japan Value ETF Analyses