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V-Lab

iShares MSCI Germany ETF MEM Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

13.99%

decreased by 0.69%

1 Week

14.50%

decreased by 0.18%

1 Month

16.26%

increased by 1.58%

Analysis last updated: Friday, August 7, 2026 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Germany ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 1, 1996 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 60 trading days, meaning a shock loses half its impact after approximately 60 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0383
11.99***
α

ARCH

Response to squared shocks

0.1787
43.37***
β

GARCH

Volatility persistence

0.8097
215.29***

Persistence:

0.988

Half-life:

60 days