iShares MSCI Germany ETF Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
21.11%
increased by 2.06%
1 Week
21.09%
increased by 2.04%
1 Month
21.02%
increased by 1.97%
Analysis last updated: Friday, June 5, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0253 | 7.07 | |
| 0.0893 | 8.83 | |
| 0.8966 | 87.58 | |
| -0.0008 | -0.94 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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