iShares MSCI Japan ETF GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
20.89%
decreased by 0.27%
1 Week
21.01%
decreased by 0.15%
1 Month
21.46%
increased by 0.30%
Analysis last updated: Friday, May 15, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 20.40 | |
| 0.0897 | 40.73 | |
| 0.9044 | 438.81 |
Estimation Period:
Apr 1, 1996 to May 15, 2026
Apr 1, 1996 to May 15, 2026
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