iShares MSCI France ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.36% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 10.54 | |
| 0.1733 | 31.09 | |
| 0.9792 | 1,003.31 | |
| -0.0849 | -19.60 |
Estimation Period:
Apr 2, 1996 to Feb 6, 2026
Apr 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI France ETF Analyses
Other EGARCH Analyses on ETFs