iShares MSCI Kokusai ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.68% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 1.87 | |
| 0.1359 | 26.40 | |
| 0.9798 | 490.37 | |
| -0.1262 | -23.11 |
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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