iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
30.08%
decreased by 0.34%
1 Week
30.03%
decreased by 0.39%
1 Month
29.85%
decreased by 0.57%
Analysis last updated: Thursday, April 2, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 19.92 | |
| 0.0468 | 18.37 | |
| 0.9090 | 474.17 | |
| 0.0734 | 12.64 |
Estimation Period:
Apr 1, 1996 to Apr 2, 2026
Apr 1, 1996 to Apr 2, 2026
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