iShares MSCI Germany ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.33%
decreased by 0.91%
1 Week
22.28%
decreased by 0.96%
1 Month
22.38%
decreased by 0.86%
Analysis last updated: Friday, June 12, 2026 at 11:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0141 | 3.90 | |
| 0.8549 | 249.40 | |
| 0.1277 | 26.00 | |
| 0.1465 | 2.65 | |
| 0.3789 | 2.61 | |
| 0.5531 | 3.25 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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