iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.60% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 16.06 | |
| 0.0315 | 9.90 | |
| 0.9048 | 405.03 | |
| 0.1002 | 16.76 |
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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