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V-Lab
V-Lab
iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:17.68% (+0.02%)
Analysis last updated: Friday, November 21, 2025 at 11:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI France ETF GJR-GARCH
paramt-stat
ω0.037917.48
α0.037510.60
β0.8930349.65
γ0.109117.39
Estimation Period:
Apr 2, 1996 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts