iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:15.74% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0611 | 5.85 | |
| 0.1123 | 8.20 | |
| 0.8528 | 59.74 | |
| -0.0352 | -2.06 | |
| 0.0774 | 3.15 | |
| -0.0919 | -5.51 | |
| 0.0891 | 5.40 | |
| -0.0514 | -4.44 |
Estimation Period:
Apr 2, 1996 to Nov 7, 2025
Apr 2, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI France ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs