iShares MSCI Germany ETF GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:15.39% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 18.02 | |
| 0.0891 | 33.81 | |
| 0.8990 | 347.53 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Germany ETF Analyses
Other GARCH Analyses on ETFs