iShares MSCI France ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.34% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5874 | 7.51 | |
| 0.0866 | 37.96 | |
| 0.9894 | 707.24 | |
| 7.4869 | 7.53 |
Estimation Period:
Apr 2, 1996 to Oct 31, 2025
Apr 2, 1996 to Oct 31, 2025
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