iShares MSCI France ETF Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
18.03%
decreased by 0.74%
1 Week
17.96%
decreased by 0.81%
1 Month
17.72%
decreased by 1.05%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0784 | 5.87 | |
| 0.1126 | 8.30 | |
| 0.8532 | 60.94 | |
| -0.0319 | -1.92 | |
| 0.0708 | 2.96 | |
| -0.0882 | -5.38 | |
| 0.0969 | 5.32 | |
| -0.0915 | -3.59 |
Estimation Period:
Apr 2, 1996 to Jun 5, 2026
Apr 2, 1996 to Jun 5, 2026
Other iShares MSCI France ETF Analyses
Other Spline-GARCH Analyses on ETFs