V-Lab: iShares MSCI France ETF GJR-GARCH Volatility Analysis

V-Lab

iShares MSCI France ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:15.70% (-0.57%)

Analysis last updated: Friday, September 12, 2025 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0380	17.50
$α$	0.0376	10.60
$β$	0.8932	349.16
$γ$	0.1086	17.27

Estimation Period:
Apr 2, 1996 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts