iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
23.65%
decreased by 0.55%
1 Week
23.69%
decreased by 0.51%
1 Month
23.85%
decreased by 0.35%
Analysis last updated: Monday, June 8, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 19.97 | |
| 0.0453 | 18.17 | |
| 0.9108 | 475.86 | |
| 0.0726 | 12.77 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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