iShares MSCI France ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.81% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 10.51 | |
| 0.1730 | 31.09 | |
| 0.9793 | 1,006.45 | |
| -0.0850 | -19.62 |
Estimation Period:
Apr 2, 1996 to Feb 20, 2026
Apr 2, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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