iShares MSCI France ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:27.37% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0368 | 9.15 | |
| 0.8606 | 249.01 | |
| 0.1221 | 22.82 | |
| 0.0055 | 8.20 | |
| 0.0181 | 6.59 | |
| 0.9791 | 313.12 |
Estimation Period:
Apr 2, 1996 to Feb 27, 2026
Apr 2, 1996 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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