V-Lab: iShares MSCI France ETF GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

iShares MSCI France ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:14.19% (-0.76%)

Analysis last updated: Wednesday, April 24, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7408	7.01
$α$	0.0870	38.67
$β$	0.9905	734.78
$ν$	8	7.55

Estimation Period:
Apr 2, 1996 to Apr 19, 2024