iShares MSCI Germany ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.34% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1090 | 7.66 | |
| 0.0886 | 8.73 | |
| 0.8978 | 88.54 | |
| 0.0003 | 1.49 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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