V-Lab: iShares MSCI France ETF EGARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI France ETF EGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:14.75% (+0.41%)

Analysis last updated: Thursday, April 25, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0196	10.28
$α$	0.1704	29.23
$β$	0.9797	992.56
$γ$	-0.0858	-19.57

Estimation Period:
Apr 2, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts