V-Lab
V-Lab
iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:18.21% (+0.36%)
Analysis last updated: Friday, June 27, 2025 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Japan ETF GJR-GARCH
paramt-stat
ω0.021019.33
α0.048718.25
β0.9055461.05
γ0.077012.58
Estimation Period:
Apr 1, 1996 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts