iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.97% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 17.42 | |
| 0.0377 | 10.70 | |
| 0.8932 | 352.21 | |
| 0.1091 | 17.48 |
Estimation Period:
Apr 2, 1996 to Feb 20, 2026
Apr 2, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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