iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:14.39% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 17.42 | |
| 0.0374 | 10.58 | |
| 0.8931 | 350.11 | |
| 0.1091 | 17.44 |
Estimation Period:
Apr 2, 1996 to Dec 5, 2025
Apr 2, 1996 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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