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	param	t-stat
$ω$	0.0223	8.96
$α$	0.1036	44.64
$β$	0.8607	337.94
$γ$	0.6117	28.24

V-Lab

MSCI Japan Index AGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:19.47% (-0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MSCI Japan Index Analyses