V-Lab
iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:14.54% (-0.43%)
Analysis last updated: Monday, November 4, 2024 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 15.52 | |
| 0.0311 | 9.57 | |
| 0.9076 | 400.55 | |
| 0.0964 | 16.32 |
Estimation Period:
Apr 1, 1996 to Nov 1, 2024
Apr 1, 1996 to Nov 1, 2024
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