iShares MSCI Kokusai ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.75% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 17.58 | |
| 0.1091 | 34.33 | |
| 0.8784 | 282.43 |
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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