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 30th, 2025:16.74% (+0.62%)

Analysis last updated: Friday, June 27, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6307	7.40
$α$	0.0869	38.09
$β$	0.9896	705.82
$ν$	7.4410	7.62

Estimation Period:
Apr 2, 1996 to Jun 27, 2025