iShares MSCI Japan ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 13th, 2026
1 Day
0.50%
decreased by 23.61%
1 Week
0.70%
decreased by 23.41%
1 Month
1.46%
decreased by 22.65%
Analysis last updated: Friday, April 10, 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 | |
|---|---|---|
| 26 | ||
| 0.7493 | 7,493,140.00 | |
| 0.0007 | 6,860.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.4841 | 14,840,980.00 | |
| 0.0462 | 462,450.00 | |
| 0.0004 | 4,330.00 |
Estimation Period:
Apr 1, 1996 to Apr 10, 2026
Apr 1, 1996 to Apr 10, 2026
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