iShares MSCI Germany ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.23% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2143 | 8.22 | |
| 0.0752 | 35.52 | |
| 0.9891 | 718.81 | |
| 7.6992 | 6.59 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
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