iShares MSCI Germany ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.53%
decreased by 1.28%
1 Week
22.56%
decreased by 1.25%
1 Month
22.65%
decreased by 1.16%
Analysis last updated: Friday, June 12, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2282 | 8.29 | |
| 0.0756 | 35.57 | |
| 0.9890 | 718.19 | |
| 7.7148 | 6.59 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
Other iShares MSCI Germany ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs