iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:11.98% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 15.92 | |
| 0.0318 | 9.96 | |
| 0.9046 | 404.00 | |
| 0.1003 | 16.68 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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