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V-Lab

iShares MSCI Germany ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, July 23rd, 2026

1 Day

16.07%

decreased by 0.63%

1 Week

16.31%

decreased by 0.39%

1 Month

17.18%

increased by 0.48%

Analysis last updated: Wednesday, July 22, 2026 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Germany ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 1, 1996 to Jul 17, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 50 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1019
7.81***
α

ARCH

Response to squared shocks

0.0886
8.80***
β

GARCH

Volatility persistence

0.8976
88.97***
γi Spline Coefficients
K=1
γ10.0003
1.40

Persistence:

0.986

Half-life:

50 days