iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
19.30%
decreased by 0.73%
1 Week
19.47%
decreased by 0.56%
1 Month
20.09%
increased by 0.06%
Analysis last updated: Friday, May 29, 2026 at 10:16 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 | 9.75 | |
| 0.9047 | 405.17 | |
| 0.1011 | 17.01 |
Estimation Period:
Apr 1, 1996 to May 29, 2026
Apr 1, 1996 to May 29, 2026
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