iShares MSCI France ETF GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:24.11% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 21.26 | |
| 0.1045 | 37.03 | |
| 0.8827 | 320.64 |
Estimation Period:
Apr 2, 1996 to Mar 6, 2026
Apr 2, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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