iShares Currency Hedged MSCI Japan ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.00% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 4.69 | |
| 0.1723 | 24.77 | |
| 0.9593 | 267.67 | |
| -0.1119 | -11.38 |
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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