iShares Currency Hedged MSCI Japan ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.96% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 4.83 | |
| 0.0988 | 22.80 | |
| 0.8628 | 150.29 | |
| 0.7077 | 14.94 |
Estimation Period:
Feb 5, 2014 to Feb 6, 2026
Feb 5, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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