iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.21% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0848 | 5.80 | |
| 0.1118 | 8.33 | |
| 0.8549 | 61.46 | |
| -0.0322 | -1.89 | |
| 0.0712 | 2.90 | |
| -0.0853 | -5.13 | |
| 0.0824 | 4.99 | |
| -0.0467 | -4.04 |
Estimation Period:
Apr 2, 1996 to Feb 13, 2026
Apr 2, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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