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	param	t-stat
$ω$	0.0509	25.66
$α$	0.0346	12.39
$β$	0.8690	375.53
$γ$	0.1335	17.62

V-Lab

MSCI Japan Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:17.74% (-0.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MSCI Japan Index Analyses