iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:17.62% (-0.73%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0381 | 17.54 | |
0.0377 | 10.63 | |
0.8929 | 348.92 | |
0.1088 | 17.26 |
Estimation Period:
Apr 2, 1996 to Oct 10, 2025
Apr 2, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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