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 Friday, May 1st, 2026
1 Day
37.73%
increased by 21.91%
1 Week
1,591,149.52%
increased by 1,591,133.70%
1 Month
61,005,258,789,714,180,000,000,000.00%
increased by 61,005,258,789,714,180,000,000,000.00%
Analysis last updated: Thursday, April 30, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.8029 | 8,028,750.00 | |
| 0.0013 | 12,660.00 | |
| 0.3917 | 3,917,180.00 | |
| 1.4350 | 14,350,430.00 | |
| 0.0781 | 781,190.00 | |
| 0.0013 | 13,470.00 |
Estimation Period:
Apr 1, 1996 to Apr 24, 2026
Apr 1, 1996 to Apr 24, 2026
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