V-Lab: iShares MSCI Germany ETF MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Germany ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 31st, 2025:22.21% (-0.68%)

Analysis last updated: Friday, March 28, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0167	4.54
$β$	0.8572	248.59
$γ$	0.1209	24.23
$λ_{1}$	0.1259	2.58
$λ_{2}$	0.3363	2.50
$λ_{3}$	0.6063	3.88

Estimation Period:
Apr 1, 1996 to Mar 28, 2025

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