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 Wednesday, July 30th, 2025:19.14% (-0.74%)

Analysis last updated: Tuesday, July 29, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2422	8.08
$α$	0.0753	35.41
$β$	0.9891	702.46
$ν$	7.6193	6.64

Estimation Period:
Apr 1, 1996 to Jul 25, 2025