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	param	t-stat
$ω$	0.0211	19.92
$α$	0.0468	18.32
$β$	0.9090	472.22
$γ$	0.0731	12.53

V-Lab

iShares MSCI Japan ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:19.94% (-0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI Japan ETF Analyses