iShares MSCI Germany ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:11.55% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2076 | 8.17 | |
| 0.0756 | 35.83 | |
| 0.9892 | 722.56 | |
| 7.6900 | 6.66 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
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