iShares MSCI Germany ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.57% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1039 | 7.71 | |
| 0.0892 | 8.76 | |
| 0.8971 | 88.17 | |
| 0.0003 | 1.38 |
Estimation Period:
Apr 1, 1996 to Mar 6, 2026
Apr 1, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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