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

V-Lab

iShares MSCI Germany ETF Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:20.81% (-0.06%)

Analysis last updated: Wednesday, June 18, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0439	29.78
$α$	0.1624	46.46
$β$	0.8240	227.32
$γ$	0.2243	26.98
$δ$	1.1280	29.83

Estimation Period:
Apr 1, 1996 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts