iShares MSCI Japan ETF Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.26%
decreased by 0.54%
1 Week
25.67%
decreased by 0.13%
1 Month
26.89%
increased by 1.09%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9059 | 8.73 | |
| 0.1025 | 8.61 | |
| 0.8580 | 59.56 | |
| 0.0093 | 2.10 | |
| -0.0140 | -1.94 | |
| 0.0253 | 3.45 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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