iShares MSCI Germany ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:16.12% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2149 | 8.10 | |
| 0.0749 | 35.69 | |
| 0.9892 | 715.78 | |
| 7.6537 | 6.62 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
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