iShares MSCI Germany ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.75% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2259 | 8.18 | |
| 0.0753 | 35.49 | |
| 0.9891 | 715.16 | |
| 7.6822 | 6.60 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
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