V-Lab
V-Lab
iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 17th, 2025:15.34% (+0.02%)
Analysis last updated: Tuesday, September 16, 2025 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Germany ETF GJR-GARCH
paramt-stat
ω0.034216.11
α0.03119.68
β0.9048401.61
γ0.100416.65
Estimation Period:
Apr 1, 1996 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts