iShares MSCI South Korea ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.36% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 13.30 | |
| 0.0914 | 50.72 | |
| 0.8920 | 534.16 | |
| 0.4531 | 17.17 |
Estimation Period:
May 12, 2000 to Feb 6, 2026
May 12, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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