iShares MSCI France ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:23.17% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0595 | 5.94 | |
| 0.1140 | 8.20 | |
| 0.8498 | 59.01 | |
| -0.0348 | -2.10 | |
| 0.0767 | 3.21 | |
| -0.0944 | -5.76 | |
| 0.1028 | 5.70 | |
| -0.0969 | -3.91 |
Estimation Period:
Apr 2, 1996 to Mar 6, 2026
Apr 2, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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