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 2nd, 2025:16.15% (+0.01%)

Analysis last updated: Saturday, May 31, 2025 at 03:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0362	8.92
$β$	0.8604	245.63
$γ$	0.1236	22.76
$λ_{1}$	0.0061	7.98
$λ_{2}$	0.0185	6.30
$λ_{3}$	0.9786	292.83

Estimation Period:
Apr 2, 1996 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts