iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
23.55%
decreased by 0.96%
1 Week
23.59%
decreased by 0.92%
1 Month
23.72%
decreased by 0.79%
Analysis last updated: Monday, May 11, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 16.26 | |
| 0.0311 | 9.80 | |
| 0.9047 | 405.34 | |
| 0.1009 | 16.95 |
Estimation Period:
Apr 1, 1996 to May 8, 2026
Apr 1, 1996 to May 8, 2026
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