iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:13.37% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 15.93 | |
| 0.0315 | 9.86 | |
| 0.9048 | 403.56 | |
| 0.1000 | 16.61 |
Estimation Period:
Apr 1, 1996 to Dec 24, 2025
Apr 1, 1996 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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