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, December 15th, 2025:13.37% (+0.06%)

Analysis last updated: Saturday, December 13, 2025 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0151	4.15
$β$	0.8541	246.91
$γ$	0.1263	25.37
$λ_{1}$	0.1390	2.71
$λ_{2}$	0.3740	2.71
$λ_{3}$	0.5610	3.48

Estimation Period:
Apr 1, 1996 to Dec 12, 2025

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