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 Tuesday, May 26th, 2026
1 Day
-0.00%
decreased by 4.12%
1 Week
2.64%
decreased by 1.48%
1 Month
8.47%
increased by 4.35%
Analysis last updated: Friday, May 22, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.8887 | 8,887,360.00 | |
| 0.0009 | 9,320.00 | |
| 0.2207 | 2,206,640.00 | |
| 1.3740 | 48.53 | |
| 0.1271 | 41.30 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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