iShares MSCI Germany ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.18% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2153 | 8.08 | |
| 0.0749 | 35.74 | |
| 0.9892 | 714.77 | |
| 7.6423 | 6.64 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
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