V-Lab: iShares MSCI Japan ETF MF2-GARCH Volatility Analysis

V-Lab

iShares MSCI Japan ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:30.35% (+5.20%)

Analysis last updated: Friday, June 27, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.7499	7,499,410.00
$β$	0.0001	590.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.1283	1,282,780.00
$λ_{2}$	0.0004	3,710.00
$λ_{3}$	0.9479	9,479,110.00

Estimation Period:
Apr 1, 1996 to Jun 27, 2025

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