iShares MSCI Germany ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:11.17% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0152 | 4.19 | |
| 0.8537 | 247.30 | |
| 0.1270 | 25.54 | |
| 0.1328 | 2.80 | |
| 0.3727 | 2.83 | |
| 0.5651 | 3.69 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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