iShares MSCI France ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
23.53%
decreased by 1.01%
1 Week
23.58%
decreased by 0.96%
1 Month
23.74%
decreased by 0.80%
Analysis last updated: Friday, May 22, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5974 | 7.66 | |
| 0.0868 | 38.36 | |
| 0.9894 | 724.32 | |
| 7.5191 | 7.60 |
Estimation Period:
Apr 2, 1996 to May 22, 2026
Apr 2, 1996 to May 22, 2026
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