iShares MSCI Germany ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.26% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2216 | 8.23 | |
| 0.0759 | 35.45 | |
| 0.9889 | 710.93 | |
| 7.6803 | 6.63 |
Estimation Period:
Apr 1, 1996 to Mar 6, 2026
Apr 1, 1996 to Mar 6, 2026
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