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 2nd, 2025:16.04% (-0.33%)

Analysis last updated: Saturday, May 31, 2025 at 03:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6397	7.36
$α$	0.0870	38.15
$β$	0.9896	704.34
$ν$	7.4159	7.66

Estimation Period:
Apr 2, 1996 to May 30, 2025