V-Lab: iShares MSCI Germany ETF Asy. MEM Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Germany ETF Asy. MEM Volatility Analysis

Volatility Prediction for Monday, September 23rd, 2024:16.88% (-0.07%)

Analysis last updated: Friday, September 20, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0348	23.84
$α$	0.0892	27.95
$β$	0.8434	299.60
$γ$	0.1097	15.73

Estimation Period:
Apr 1, 1996 to Sep 20, 2024

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Volatility Forecasts