iShares MSCI France ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.41% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 10.50 | |
| 0.1731 | 31.10 | |
| 0.9793 | 1,005.42 | |
| -0.0850 | -19.61 |
Estimation Period:
Apr 2, 1996 to Feb 13, 2026
Apr 2, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI France ETF Analyses
Other EGARCH Analyses on ETFs