iShares MSCI Germany ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.20% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0151 | 4.14 | |
| 0.8538 | 246.96 | |
| 0.1268 | 25.46 | |
| 0.1339 | 2.76 | |
| 0.3703 | 2.76 | |
| 0.5669 | 3.63 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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