iShares MSCI France ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:11.67% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0371 | 9.21 | |
| 0.8603 | 248.64 | |
| 0.1220 | 22.74 | |
| 0.0055 | 8.23 | |
| 0.0181 | 6.61 | |
| 0.9792 | 315.27 |
Estimation Period:
Apr 2, 1996 to Jan 9, 2026
Apr 2, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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