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 Tuesday, October 14th, 2025:28.12% (-1.67%)

Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0464	15.23
$β$	0.8376	165.54
$γ$	0.1050	19.47
$λ_{1}$	0.0055	8.17
$λ_{2}$	0.0321	7.89
$λ_{3}$	0.9650	221.43

Estimation Period:
Apr 1, 1996 to Oct 10, 2025

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