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	param	t-stat
$ω$	0.0142	2.07
$α$	0.0873	9.10
$β$	0.9693	250.28
$γ$	-0.0778	-9.37

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iShares MSCI Japan Value ETF EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.08% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI Japan Value ETF Analyses