iShares MSCI Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:15.29% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 16.06 | |
| 0.0316 | 9.93 | |
| 0.9047 | 403.88 | |
| 0.1001 | 16.71 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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