iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:18.34% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0638 | 5.85 | |
| 0.1122 | 8.20 | |
| 0.8529 | 59.82 | |
| -0.0348 | -2.04 | |
| 0.0765 | 3.12 | |
| -0.0912 | -5.47 | |
| 0.0886 | 5.39 | |
| -0.0514 | -4.44 |
Estimation Period:
Apr 2, 1996 to Nov 21, 2025
Apr 2, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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