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

Skip to main content

V-Lab

iShares MSCI Germany ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:15.13% (-0.36%)

Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0341	16.08
$α$	0.0313	9.77
$β$	0.9047	402.10
$γ$	0.1003	16.62

Estimation Period:
Apr 1, 1996 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts