iShares MSCI Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.17%
decreased by 0.64%
1 Week
17.68%
decreased by 0.13%
1 Month
19.15%
increased by 1.34%
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 | |
|---|---|---|
| 1.6106 | 6.68 | |
| 0.1033 | 8.50 | |
| 0.8542 | 56.25 | |
| -0.0175 | -1.33 | |
| 0.0423 | 2.19 | |
| -0.0518 | -3.63 | |
| 0.0612 | 4.72 | |
| -0.0496 | -5.34 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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