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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2029	8.33***
α ARCH Response to squared shocks	0.0757	35.55***
β GARCH Volatility persistence	0.9888	713.97***
ν DF Student-t tail thickness	7.7280	6.56***

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iShares MSCI Germany ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Germany ETF Analyses