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	param	t-stat
$ω$	0.0211	19.90
$α$	0.0466	18.29
$β$	0.9090	471.99
$γ$	0.0733	12.58

V-Lab

iShares MSCI Japan ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 5th, 2026:28.58% (-0.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI Japan ETF Analyses