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

V-Lab

iShares MSCI France ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 29th, 2025:20.75% (-0.98%)

Analysis last updated: Thursday, August 28, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0365	9.00
$β$	0.8608	247.92
$γ$	0.1223	22.68
$λ_{1}$	0.0057	8.16
$λ_{2}$	0.0177	6.48
$λ_{3}$	0.9796	315.28

Estimation Period:
Apr 2, 1996 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts