iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:17.26% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0556 | 5.85 | |
| 0.1125 | 8.17 | |
| 0.8523 | 59.36 | |
| -0.0361 | -2.11 | |
| 0.0792 | 3.21 | |
| -0.0939 | -5.60 | |
| 0.0911 | 5.52 | |
| -0.0528 | -4.55 |
Estimation Period:
Apr 2, 1996 to Oct 10, 2025
Apr 2, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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