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, December 15th, 2025:1.07% (-4.47%)

Analysis last updated: Saturday, December 13, 2025 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.8431	8,430,840.00
$β$	0.0029	29,290.00
$γ$	0.3080	3,079,740.00
$λ_{1}$	1.3447	13,447,480.00
$λ_{2}$	0.1379	1,378,710.00
$λ_{3}$	0.0007	6,670.00

Estimation Period:
Apr 1, 1996 to Dec 12, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts