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	param	t-stat
$ω$	1.1122	10.58
$α$	0.1147	10.12
$β$	0.8579	73.93
$γ_{1}$	0.0001	1.16

V-Lab

MSCI Japan Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:20.86% (-1.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MSCI Japan Index Analyses