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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5612	7.72***
α ARCH Response to squared shocks	0.0867	38.28***
β GARCH Volatility persistence	0.9893	721.07***
ν DF Student-t tail thickness	7.5472	7.53***

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iShares MSCI France ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI France ETF Analyses