iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
22.19%
decreased by 0.91%
1 Week
22.27%
decreased by 0.83%
1 Month
22.55%
decreased by 0.55%
Analysis last updated: Wednesday, April 15, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 16.23 | |
| 0.0311 | 9.78 | |
| 0.9047 | 405.17 | |
| 0.1008 | 16.91 |
Estimation Period:
Apr 1, 1996 to Apr 10, 2026
Apr 1, 1996 to Apr 10, 2026
Other iShares MSCI Germany ETF Analyses
Other GJR-GARCH Analyses on ETFs