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V-Lab

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

Date Range:

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graph of iShares MSCI Japan ETF MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time