iShares MSCI Germany ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:21.82% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0150 | 4.06 | |
| 0.8528 | 244.21 | |
| 0.1273 | 25.36 | |
| 0.1435 | 2.66 | |
| 0.3773 | 2.63 | |
| 0.5554 | 3.31 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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