iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.21%
decreased by 0.83%
1 Week
21.32%
decreased by 0.72%
1 Month
21.71%
decreased by 0.33%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 16.26 | |
| 0.0308 | 9.74 | |
| 0.9048 | 405.57 | |
| 0.1011 | 17.02 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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