iShares MSCI Germany ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:16.02% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0151 | 4.15 | |
| 0.8537 | 246.88 | |
| 0.1268 | 25.46 | |
| 0.1341 | 2.76 | |
| 0.3712 | 2.77 | |
| 0.5659 | 3.62 |
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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