V-Lab: iShares MSCI Germany ETF MF2-GARCH Volatility Analysis

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V-Lab

iShares MSCI Germany ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:15.29% (-0.45%)

Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0154	4.17
$β$	0.8540	246.47
$γ$	0.1264	25.12
$λ_{1}$	0.1367	2.64
$λ_{2}$	0.3599	2.60
$λ_{3}$	0.5764	3.56

Estimation Period:
Apr 1, 1996 to Oct 10, 2025

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