iShares MSCI Germany ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.83% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 7.04 | |
| 0.1573 | 34.80 | |
| 0.9801 | 905.80 | |
| -0.0801 | -20.79 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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