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 Monday, December 15th, 2025:13.79% (-0.34%)

Analysis last updated: Saturday, December 13, 2025 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0366	9.06
$β$	0.8607	249.06
$γ$	0.1219	22.71
$λ_{1}$	0.0055	8.22
$λ_{2}$	0.0175	6.58
$λ_{3}$	0.9798	322.82

Estimation Period:
Apr 2, 1996 to Dec 12, 2025

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