iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:24.24% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0870 | 5.83 | |
| 0.1125 | 8.36 | |
| 0.8541 | 61.17 | |
| -0.0318 | -1.87 | |
| 0.0704 | 2.88 | |
| -0.0846 | -5.12 | |
| 0.0824 | 5.02 | |
| -0.0474 | -4.12 |
Estimation Period:
Apr 2, 1996 to Mar 6, 2026
Apr 2, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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