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	param	t-stat
$ω$	0.0210	19.86
$α$	0.0468	18.18
$β$	0.9090	470.51
$γ$	0.0731	12.51

V-Lab

iShares MSCI Japan ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:18.94% (+0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI Japan ETF Analyses