iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:12.79% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0783 | 5.81 | |
| 0.1123 | 8.32 | |
| 0.8540 | 60.92 | |
| -0.0333 | -1.95 | |
| 0.0734 | 2.98 | |
| -0.0875 | -5.24 | |
| 0.0842 | 5.09 | |
| -0.0476 | -4.11 |
Estimation Period:
Apr 2, 1996 to Jan 9, 2026
Apr 2, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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