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

V-Lab

iShares MSCI France ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 23rd, 2025:15.67% (-0.56%)

Analysis last updated: Thursday, May 22, 2025 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0379	17.33
$α$	0.0370	10.45
$β$	0.8931	347.80
$γ$	0.1104	17.51

Estimation Period:
Apr 2, 1996 to May 16, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts