iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
21.56%
increased by 3.15%
1 Week
21.68%
increased by 3.27%
1 Month
22.10%
increased by 3.69%
Analysis last updated: Friday, June 5, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 17.56 | |
| 0.0371 | 10.66 | |
| 0.8933 | 353.64 | |
| 0.1098 | 17.77 |
Estimation Period:
Apr 2, 1996 to Jun 5, 2026
Apr 2, 1996 to Jun 5, 2026
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