iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:25.23% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 16.28 | |
| 0.0315 | 9.88 | |
| 0.9045 | 403.27 | |
| 0.1002 | 16.75 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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