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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0184	7.03***
α ARCH Response to squared shocks	0.1564	34.95***
β GARCH Volatility persistence	0.9798	900.59***
γ leverage Additional response to negative shocks	-0.0807	-21.15***

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iShares MSCI Germany ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Germany ETF Analyses