iShares MSCI Germany ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:16.75% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 6.99 | |
| 0.1570 | 34.67 | |
| 0.9801 | 891.77 | |
| -0.0798 | -20.59 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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