iShares MSCI Japan ETF GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
24.59%
decreased by 1.05%
1 Week
24.62%
decreased by 1.02%
1 Month
24.75%
decreased by 0.89%
Analysis last updated: Thursday, April 16, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 19.86 | |
| 0.0467 | 18.38 | |
| 0.9092 | 475.51 | |
| 0.0734 | 12.66 |
Estimation Period:
Apr 1, 1996 to Apr 10, 2026
Apr 1, 1996 to Apr 10, 2026
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