V-Lab
V-Lab
iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:22.67% (-0.99%)
Analysis last updated: Thursday, May 8, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Japan ETF GJR-GARCH
paramt-stat
ω0.020418.97
α0.048218.23
β0.9069461.74
γ0.076112.52
Estimation Period:
Apr 1, 1996 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts