iShares MSCI Germany ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.63% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0106 | 6.98 | |
| 0.0889 | 8.67 | |
| 0.8971 | 86.70 | |
| -0.0011 | -1.18 |
Estimation Period:
Apr 1, 1996 to Nov 14, 2025
Apr 1, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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