iShares MSCI Japan Value ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.19% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0566 | 12.94 | |
| 0.0813 | 12.65 | |
| 0.8763 | 115.81 |
Estimation Period:
Mar 7, 2019 to Feb 6, 2026
Mar 7, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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