iShares MSCI Kokusai ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.72% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7288 | 7.75 | |
| 0.1079 | 9.07 | |
| 0.8676 | 66.13 | |
| 0.0205 | 3.91 | |
| -0.0226 | -3.28 |
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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