iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
19.55%
increased by 0.76%
1 Week
19.74%
increased by 0.95%
1 Month
20.42%
increased by 1.63%
Analysis last updated: Tuesday, July 7, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 17.57 | |
| 0.0370 | 10.65 | |
| 0.8935 | 354.13 | |
| 0.1097 | 17.78 |
Estimation Period:
Apr 2, 1996 to Jul 2, 2026
Apr 2, 1996 to Jul 2, 2026
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