iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
32.03%
increased by 10.27%
1 Week
31.95%
increased by 10.19%
1 Month
31.65%
increased by 9.89%
Analysis last updated: Tuesday, June 23, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 19.98 | |
| 0.0452 | 18.15 | |
| 0.9108 | 476.59 | |
| 0.0729 | 12.86 |
Estimation Period:
Apr 1, 1996 to Jun 18, 2026
Apr 1, 1996 to Jun 18, 2026
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