iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.13%
decreased by 0.93%
1 Week
22.21%
decreased by 0.85%
1 Month
22.50%
decreased by 0.56%
Analysis last updated: Friday, June 12, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 16.25 | |
| 0.0307 | 9.72 | |
| 0.9049 | 405.78 | |
| 0.1011 | 17.03 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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