iShares MSCI Germany ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.57% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0149 | 4.11 | |
| 0.8537 | 246.80 | |
| 0.1271 | 25.50 | |
| 0.1332 | 2.76 | |
| 0.3700 | 2.77 | |
| 0.5675 | 3.64 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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