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 Monday, June 2nd, 2025:18.32% (-0.89%)

Analysis last updated: Saturday, May 31, 2025 at 03:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2569	8.02
$α$	0.0754	35.50
$β$	0.9891	701.00
$ν$	7.5894	6.69

Estimation Period:
Apr 1, 1996 to May 30, 2025