iShares MSCI Germany ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:18.55% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1013 | 7.61 | |
| 0.0888 | 8.69 | |
| 0.8977 | 88.07 | |
| 0.0003 | 1.35 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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