iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
19.51%
decreased by 0.39%
1 Week
19.70%
decreased by 0.20%
1 Month
20.39%
increased by 0.49%
Analysis last updated: Tuesday, April 28, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 17.52 | |
| 0.0371 | 10.63 | |
| 0.8933 | 352.82 | |
| 0.1096 | 17.70 |
Estimation Period:
Apr 2, 1996 to Apr 24, 2026
Apr 2, 1996 to Apr 24, 2026
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