iShares MSCI Germany ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.87% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2228 | 8.10 | |
| 0.0750 | 35.53 | |
| 0.9891 | 707.01 | |
| 7.6358 | 6.62 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
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