iShares MSCI Germany ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.38% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1078 | 7.65 | |
| 0.0888 | 8.72 | |
| 0.8977 | 88.23 | |
| 0.0003 | 1.46 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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