iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
25.00%
decreased by 1.21%
1 Week
25.01%
decreased by 1.20%
1 Month
25.04%
decreased by 1.17%
Analysis last updated: Thursday, April 2, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 17.60 | |
| 0.0377 | 10.69 | |
| 0.8927 | 351.33 | |
| 0.1096 | 17.57 |
Estimation Period:
Apr 2, 1996 to Apr 2, 2026
Apr 2, 1996 to Apr 2, 2026
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