iShares MSCI Germany ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.38% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0977 | 7.60 | |
| 0.0887 | 8.66 | |
| 0.8978 | 87.75 | |
| 0.0003 | 1.31 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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