iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.97% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 16.09 | |
| 0.0316 | 9.92 | |
| 0.9047 | 404.44 | |
| 0.1001 | 16.72 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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