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V-Lab
V-Lab
iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:17.62% (-0.73%)
Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI France ETF GJR-GARCH
paramt-stat
ω0.038117.54
α0.037710.63
β0.8929348.92
γ0.108817.26
Estimation Period:
Apr 2, 1996 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts