iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.68% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0597 | 5.85 | |
| 0.1123 | 8.19 | |
| 0.8527 | 59.66 | |
| -0.0355 | -2.08 | |
| 0.0778 | 3.16 | |
| -0.0924 | -5.53 | |
| 0.0895 | 5.43 | |
| -0.0517 | -4.45 |
Estimation Period:
Apr 2, 1996 to Oct 31, 2025
Apr 2, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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