iShares MSCI Kokusai ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.59% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8646 | 243.74 | |
| 0.1746 | 29.32 | |
| 0.0411 | 5.85 | |
| 0.2405 | 14.77 | |
| 0.7187 | 31.83 |
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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