iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.89% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0680 | 5.85 | |
| 0.1121 | 8.22 | |
| 0.8533 | 60.13 | |
| -0.0341 | -2.01 | |
| 0.0751 | 3.07 | |
| -0.0897 | -5.40 | |
| 0.0871 | 5.29 | |
| -0.0503 | -4.34 |
Estimation Period:
Apr 2, 1996 to Dec 12, 2025
Apr 2, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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