iShares MSCI France ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.45% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0553 | 5.93 | |
| 0.1131 | 8.14 | |
| 0.8506 | 59.15 | |
| -0.0352 | -2.13 | |
| 0.0778 | 3.26 | |
| -0.0959 | -5.84 | |
| 0.1050 | 5.81 | |
| -0.1021 | -4.13 |
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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