iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.20% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 17.43 | |
| 0.0378 | 10.72 | |
| 0.8930 | 351.59 | |
| 0.1091 | 17.46 |
Estimation Period:
Apr 2, 1996 to Feb 6, 2026
Apr 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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