iShares MSCI Germany ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.97% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0189 | 7.09 | |
| 0.0894 | 8.77 | |
| 0.8963 | 86.73 | |
| -0.0009 | -1.01 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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