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	param	t-stat
$ω$	0.0211	19.88
$α$	0.0468	18.17
$β$	0.9088	469.43
$γ$	0.0732	12.52

V-Lab

iShares MSCI Japan ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:16.70% (-0.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI Japan ETF Analyses