iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.43% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0832 | 5.81 | |
| 0.1120 | 8.33 | |
| 0.8546 | 61.30 | |
| -0.0325 | -1.90 | |
| 0.0717 | 2.91 | |
| -0.0858 | -5.16 | |
| 0.0829 | 5.02 | |
| -0.0471 | -4.07 |
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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