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 Monday, June 23rd, 2025:17.08% (+0.12%)

Analysis last updated: Friday, June 20, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6337	7.39
$α$	0.0870	38.08
$β$	0.9896	703.81
$ν$	7.4315	7.63

Estimation Period:
Apr 2, 1996 to Jun 20, 2025