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	param	t-stat
$ω$	0.7799	7.16
$α$	0.0803	2.81
$β$	0.8622	21.94
$γ_{1}$	-0.0108	-1.97

V-Lab

iShares MSCI Japan Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:21.63% (-0.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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