iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
20.52%
increased by 0.81%
1 Week
20.65%
increased by 0.94%
1 Month
21.12%
increased by 1.41%
Analysis last updated: Tuesday, June 23, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 16.26 | |
| 0.0307 | 9.72 | |
| 0.9049 | 405.61 | |
| 0.1009 | 17.01 |
Estimation Period:
Apr 1, 1996 to Jun 18, 2026
Apr 1, 1996 to Jun 18, 2026
Other iShares MSCI Germany ETF Analyses
Other GJR-GARCH Analyses on ETFs