iShares MSCI France ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:11.57% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5885 | 7.54 | |
| 0.0871 | 38.48 | |
| 0.9896 | 723.93 | |
| 7.5352 | 7.60 |
Estimation Period:
Apr 2, 1996 to Jan 9, 2026
Apr 2, 1996 to Jan 9, 2026
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