iShares MSCI Germany ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.44% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1027 | 7.74 | |
| 0.0889 | 8.76 | |
| 0.8974 | 88.38 | |
| 0.0003 | 1.39 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Germany ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs