iShares MSCI Kokusai ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.44% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 11.01 | |
| 0.0091 | 1.80 | |
| 0.8993 | 296.13 | |
| 0.1529 | 20.09 |
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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