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

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V-Lab

iShares MSCI Japan ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:16.92% (-0.60%)

Analysis last updated: Friday, October 31, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0466	15.18
$β$	0.8360	161.70
$γ$	0.1046	19.32
$λ_{1}$	0.0059	7.95
$λ_{2}$	0.0335	7.70
$λ_{3}$	0.9634	206.96

Estimation Period:
Apr 1, 1996 to Oct 31, 2025

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