iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
21.07%
decreased by 0.36%
1 Week
21.16%
decreased by 0.27%
1 Month
21.50%
increased by 0.07%
Analysis last updated: Friday, May 8, 2026 at 10:13 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 | |
| 0.0463 | 18.33 | |
| 0.9094 | 476.35 | |
| 0.0736 | 12.77 |
Estimation Period:
Apr 1, 1996 to May 8, 2026
Apr 1, 1996 to May 8, 2026
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