iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.14% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0807 | 5.78 | |
| 0.1117 | 8.33 | |
| 0.8550 | 61.47 | |
| -0.0323 | -1.89 | |
| 0.0712 | 2.89 | |
| -0.0851 | -5.12 | |
| 0.0822 | 4.98 | |
| -0.0466 | -4.04 |
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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