iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:24.99% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 17.65 | |
| 0.0381 | 10.77 | |
| 0.8925 | 350.39 | |
| 0.1093 | 17.45 |
Estimation Period:
Apr 2, 1996 to Mar 13, 2026
Apr 2, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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