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	param	t-stat
$ω$	0.0212	19.99
$α$	0.0470	18.38
$β$	0.9089	472.63
$γ$	0.0731	12.56

V-Lab

iShares MSCI Japan ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:28.25% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI Japan ETF Analyses