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 Monday, November 24th, 2025:19.60% (-0.86%)

Analysis last updated: Friday, November 21, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0153	4.19
$β$	0.8546	248.06
$γ$	0.1260	25.33
$λ_{1}$	0.1396	2.69
$λ_{2}$	0.3706	2.67
$λ_{3}$	0.5643	3.48

Estimation Period:
Apr 1, 1996 to Nov 21, 2025

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