iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:14.43% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 17.46 | |
| 0.0376 | 10.61 | |
| 0.8930 | 349.66 | |
| 0.1089 | 17.35 |
Estimation Period:
Apr 2, 1996 to Nov 7, 2025
Apr 2, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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