iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:16.01% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0807 | 5.81 | |
| 0.1122 | 8.32 | |
| 0.8543 | 61.08 | |
| -0.0329 | -1.92 | |
| 0.0726 | 2.95 | |
| -0.0867 | -5.20 | |
| 0.0836 | 5.06 | |
| -0.0474 | -4.10 |
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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