V-Lab: iShares MSCI Germany ETF GAS-GARCH Student T Volatility Analysis

V-Lab

iShares MSCI Germany ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:20.19% (-1.12%)

Analysis last updated: Thursday, May 8, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2732	7.98
$α$	0.0753	35.77
$β$	0.9893	706.62
$ν$	7.6187	6.66

Estimation Period:
Apr 1, 1996 to May 2, 2025