iShares MSCI France ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.17% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 2.49 | |
| 0.0951 | 34.09 | |
| 0.8872 | 340.85 | |
| 0.6396 | 20.67 |
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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