iShares MSCI Germany ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:11.81% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1111 | 7.59 | |
| 0.0890 | 8.74 | |
| 0.8975 | 88.18 | |
| 0.0003 | 1.48 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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