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

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V-Lab

iShares MSCI France ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:14.27% (-0.70%)

Analysis last updated: Thursday, November 13, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0409	5.89
$α$	0.1131	8.08
$β$	0.8504	58.57
$γ_{1}$	-0.0378	-2.25
$γ_{2}$	0.0829	3.41
$γ_{3}$	-0.1002	-5.95
$γ_{4}$	0.1060	5.68
$γ_{5}$	-0.0921	-3.35

Estimation Period:
Apr 2, 1996 to Nov 7, 2025

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Volatility Forecasts

Volatility Forecasts