V-Lab: iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 6th, 2025:23.50% (+5.13%)

Analysis last updated: Wednesday, March 5, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0331	5.65
$α$	0.1092	7.91
$β$	0.8566	59.14
$γ_{1}$	-0.0419	-2.31
$γ_{2}$	0.0910	3.49
$γ_{3}$	-0.1050	-5.87
$γ_{4}$	0.0972	5.63
$γ_{5}$	-0.0532	-4.43

Estimation Period:
Apr 2, 1996 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts