iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.53% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 17.46 | |
| 0.0375 | 10.60 | |
| 0.8930 | 349.65 | |
| 0.1090 | 17.32 |
Estimation Period:
Apr 2, 1996 to Oct 31, 2025
Apr 2, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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