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

V-Lab

iShares MSCI France ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:16.48% (-0.25%)

Analysis last updated: Friday, June 27, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0361	8.94
$β$	0.8614	250.10
$γ$	0.1231	22.87
$λ_{1}$	0.0056	8.18
$λ_{2}$	0.0173	6.54
$λ_{3}$	0.9800	323.96

Estimation Period:
Apr 2, 1996 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts