iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:16.04% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 15.96 | |
| 0.0314 | 9.83 | |
| 0.9051 | 403.86 | |
| 0.0997 | 16.59 |
Estimation Period:
Apr 1, 1996 to Nov 14, 2025
Apr 1, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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