iShares MSCI Germany ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
21.21%
decreased by 0.76%
1 Week
21.27%
decreased by 0.70%
1 Month
21.63%
decreased by 0.34%
Analysis last updated: Friday, May 22, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0144 | 3.96 | |
| 0.8550 | 249.55 | |
| 0.1275 | 25.93 | |
| 0.1452 | 2.66 | |
| 0.3752 | 2.60 | |
| 0.5575 | 3.30 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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