iShares MSCI France ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.40% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0370 | 9.19 | |
| 0.8604 | 249.02 | |
| 0.1221 | 22.78 | |
| 0.0054 | 8.24 | |
| 0.0180 | 6.62 | |
| 0.9793 | 316.82 |
Estimation Period:
Apr 2, 1996 to Jan 23, 2026
Apr 2, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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