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, November 3rd, 2025:14.69% (-0.32%)

Analysis last updated: Friday, October 31, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0367	9.08
$β$	0.8610	249.41
$γ$	0.1216	22.66
$λ_{1}$	0.0055	8.25
$λ_{2}$	0.0172	6.60
$λ_{3}$	0.9801	329.00

Estimation Period:
Apr 2, 1996 to Oct 31, 2025

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