iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:11.49% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 17.31 | |
| 0.0379 | 10.74 | |
| 0.8929 | 350.85 | |
| 0.1092 | 17.43 |
Estimation Period:
Apr 2, 1996 to Jan 9, 2026
Apr 2, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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