iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
22.00%
decreased by 0.57%
1 Week
22.10%
decreased by 0.47%
1 Month
22.48%
decreased by 0.09%
Analysis last updated: Friday, May 22, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 17.55 | |
| 0.0372 | 10.67 | |
| 0.8934 | 353.67 | |
| 0.1097 | 17.73 |
Estimation Period:
Apr 2, 1996 to May 22, 2026
Apr 2, 1996 to May 22, 2026
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