iShares MSCI France ETF GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:15.12% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 21.01 | |
| 0.1037 | 36.59 | |
| 0.8833 | 319.01 |
Estimation Period:
Apr 2, 1996 to Nov 7, 2025
Apr 2, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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