V-Lab
iShares MSCI Germany ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:15.36% (-0.38%)
Analysis last updated: Tuesday, November 5, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 3.06 | |
| 0.0845 | 35.54 | |
| 0.8987 | 379.03 | |
| 0.6395 | 23.75 |
Estimation Period:
Apr 1, 1996 to Nov 1, 2024
Apr 1, 1996 to Nov 1, 2024
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