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

V-Lab

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V-Lab

iShares MSCI France ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 22nd, 2024:19.45% (-0.71%)

Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0355	8.79
$β$	0.8673	254.06
$γ$	0.1179	22.19
$λ_{1}$	0.0049	8.31
$λ_{2}$	0.0162	6.71
$λ_{3}$	0.9814	358.18

Estimation Period:
Apr 2, 1996 to Nov 15, 2024

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