V-Lab: iShares MSCI France ETF GAS-GARCH Student T Volatility Analysis

V-Lab

iShares MSCI France ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:20.84% (-1.27%)

Analysis last updated: Tuesday, July 29, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6276	7.41
$α$	0.0867	38.01
$β$	0.9895	704.79
$ν$	7.4342	7.61

Estimation Period:
Apr 2, 1996 to Jul 25, 2025