iShares MSCI Germany ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.45% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0149 | 4.09 | |
| 0.8536 | 246.63 | |
| 0.1272 | 25.55 | |
| 0.1331 | 2.78 | |
| 0.3723 | 2.79 | |
| 0.5653 | 3.65 |
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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