iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:24.43% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 17.65 | |
| 0.0381 | 10.76 | |
| 0.8922 | 350.02 | |
| 0.1098 | 17.50 |
Estimation Period:
Apr 2, 1996 to Mar 6, 2026
Apr 2, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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