V-Lab: iShares MSCI France ETF MF2-GARCH Volatility Analysis

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V-Lab

iShares MSCI France ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:17.93% (-0.85%)

Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0369	9.10
$β$	0.8607	247.54
$γ$	0.1214	22.56
$λ_{1}$	0.0057	8.19
$λ_{2}$	0.0176	6.51
$λ_{3}$	0.9797	318.28

Estimation Period:
Apr 2, 1996 to Oct 10, 2025

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