iShares MSCI Germany ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:25.40% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 7.12 | |
| 0.1574 | 34.88 | |
| 0.9799 | 903.95 | |
| -0.0803 | -20.90 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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