iShares MSCI Germany ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.46% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1021 | 7.63 | |
| 0.0886 | 8.69 | |
| 0.8979 | 88.25 | |
| 0.0003 | 1.38 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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