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	param	t-stat
$ω$	1.9129	8.65
$α$	0.1030	8.59
$β$	0.8579	59.45
$γ_{1}$	0.0094	2.07
$γ_{2}$	-0.0142	-1.91
$γ_{3}$	0.0245	3.27

V-Lab

iShares MSCI Japan ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:22.88% (-1.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI Japan ETF Analyses