V-Lab: iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis

V-Lab

V-Lab

iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 7th, 2025:36.11% (+16.88%)

Analysis last updated: Friday, April 4, 2025 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0375	5.65
$α$	0.1098	7.93
$β$	0.8562	59.14
$γ_{1}$	-0.0412	-2.28
$γ_{2}$	0.0897	3.45
$γ_{3}$	-0.1045	-5.88
$γ_{4}$	0.0991	5.74
$γ_{5}$	-0.0563	-4.65

Estimation Period:
Apr 2, 1996 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts