V-Lab
iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:16.71% (-0.56%)
Analysis last updated: Monday, December 23, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 15.67 | |
| 0.0311 | 9.57 | |
| 0.9074 | 399.76 | |
| 0.0963 | 16.25 |
Estimation Period:
Apr 1, 1996 to Dec 20, 2024
Apr 1, 1996 to Dec 20, 2024
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