V-Lab
iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:19.65% (-0.71%)
Analysis last updated: Thursday, November 21, 2024 at 10:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 15.68 | |
| 0.0311 | 9.55 | |
| 0.9074 | 399.72 | |
| 0.0967 | 16.31 |
Estimation Period:
Apr 1, 1996 to Nov 15, 2024
Apr 1, 1996 to Nov 15, 2024
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