iShares Currency Hedged MSCI Japan ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.01% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2109 | 6.67 | |
| 0.1373 | 6.26 | |
| 0.8023 | 27.88 | |
| 0.0167 | 2.65 |
Estimation Period:
Feb 5, 2014 to Feb 13, 2026
Feb 5, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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