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

Skip to main content

V-Lab

iShares MSCI Germany ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:13.68% (+0.18%)

Analysis last updated: Friday, October 31, 2025 at 10:45 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	247.64
$γ$	0.1259	25.28
$λ_{1}$	0.1375	2.70
$λ_{2}$	0.3696	2.69
$λ_{3}$	0.5661	3.53

Estimation Period:
Apr 1, 1996 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts