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 Monday, June 30th, 2025:19.05% (+1.19%)

Analysis last updated: Friday, June 27, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2538	8.06
$α$	0.0755	35.37
$β$	0.9890	699.95
$ν$	7.6050	6.66

Estimation Period:
Apr 1, 1996 to Jun 27, 2025