iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.75% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 16.03 | |
| 0.0314 | 9.89 | |
| 0.9049 | 405.41 | |
| 0.1002 | 16.77 |
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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