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 23rd, 2025:16.18% (-0.80%)

Analysis last updated: Friday, June 20, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2487	8.02
$α$	0.0755	35.39
$β$	0.9890	697.50
$ν$	7.5800	6.69

Estimation Period:
Apr 1, 1996 to Jun 20, 2025