iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.63% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 17.41 | |
| 0.0378 | 10.72 | |
| 0.8929 | 350.99 | |
| 0.1093 | 17.47 |
Estimation Period:
Apr 2, 1996 to Jan 23, 2026
Apr 2, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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