iShares MSCI France ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:24.60% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0373 | 9.25 | |
| 0.8602 | 249.41 | |
| 0.1221 | 22.82 | |
| 0.0053 | 8.35 | |
| 0.0171 | 6.74 | |
| 0.9803 | 338.96 |
Estimation Period:
Apr 2, 1996 to Mar 13, 2026
Apr 2, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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