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	param	t-stat
$ω$	0.7740	6.32
$α$	0.0805	2.80
$β$	0.8613	21.79
$γ_{1}$	-0.0129	-0.64

V-Lab

iShares MSCI Japan Value ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:21.52% (-0.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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