V-Lab: iShares MSCI Germany ETF GJR-GARCH Volatility Analysis

V-Lab

iShares MSCI Germany ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:15.59% (-0.51%)

Analysis last updated: Thursday, July 3, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0345	16.11
$α$	0.0309	9.59
$β$	0.9044	400.35
$γ$	0.1018	16.82

Estimation Period:
Apr 1, 1996 to Jul 3, 2025

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Volatility Forecasts

Volatility Forecasts