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, June 15th, 2026
1 Day
7.61%
decreased by 37.23%
1 Week
7.78%
decreased by 37.06%
1 Month
9.82%
decreased by 35.02%
Analysis last updated: Friday, June 12, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.9411 | 9,410,500.00 | |
| 0.0003 | 3,030.00 | |
| 0.1173 | 1,172,920.00 | |
| 1.4874 | 14,874,050.00 | |
| 0.0420 | 419,820.00 | |
| 0.0002 | 2,450.00 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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