iShares MSCI France ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:17.44% (-1.03%)
Parameter Estimates
param | t-stat | |
---|---|---|
2.6012 | 7.50 | |
0.0866 | 37.94 | |
0.9894 | 705.72 | |
7.4843 | 7.52 |
Estimation Period:
Apr 2, 1996 to Oct 10, 2025
Apr 2, 1996 to Oct 10, 2025
Other iShares MSCI France ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs