iShares MSCI Germany ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.74% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 7.02 | |
| 0.1571 | 34.82 | |
| 0.9801 | 905.83 | |
| -0.0801 | -20.81 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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