iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:13.31% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 15.98 | |
| 0.0314 | 9.82 | |
| 0.9050 | 403.28 | |
| 0.0999 | 16.59 |
Estimation Period:
Apr 1, 1996 to Oct 24, 2025
Apr 1, 1996 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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