iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
22.71%
decreased by 0.10%
1 Week
22.77%
decreased by 0.04%
1 Month
23.00%
increased by 0.19%
Analysis last updated: Tuesday, May 5, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 16.27 | |
| 0.0309 | 9.73 | |
| 0.9047 | 404.41 | |
| 0.1011 | 16.97 |
Estimation Period:
Apr 1, 1996 to May 1, 2026
Apr 1, 1996 to May 1, 2026
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