iShares MSCI Germany ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.96% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 7.00 | |
| 0.1571 | 34.82 | |
| 0.9801 | 906.70 | |
| -0.0801 | -20.82 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Germany ETF Analyses
Other EGARCH Analyses on ETFs