iShares MSCI Germany ETF GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.67% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 18.38 | |
| 0.0894 | 34.07 | |
| 0.8985 | 347.98 |
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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