iShares MSCI Kokusai ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.86% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0093 | -1.44 | |
| 0.1022 | 20.28 | |
| 0.8763 | 172.95 | |
| 0.6433 | 10.15 |
Estimation Period:
Dec 12, 2007 to Feb 6, 2026
Dec 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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