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 24th, 2025:22.54% (-0.02%)

Analysis last updated: Friday, November 21, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0470	15.23
$β$	0.8342	159.54
$γ$	0.1052	19.33
$λ_{1}$	0.0061	7.84
$λ_{2}$	0.0344	7.63
$λ_{3}$	0.9624	199.34

Estimation Period:
Apr 1, 1996 to Nov 21, 2025

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