iShares MSCI France ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.78% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0535 | 5.93 | |
| 0.1134 | 8.15 | |
| 0.8502 | 59.02 | |
| -0.0357 | -2.15 | |
| 0.0786 | 3.28 | |
| -0.0967 | -5.88 | |
| 0.1056 | 5.83 | |
| -0.1020 | -4.11 |
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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