iShares MSCI France ETF MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
21.04%
increased by 0.77%
1 Week
21.06%
increased by 0.79%
1 Month
21.11%
increased by 0.84%
Analysis last updated: Friday, June 12, 2026 at 02:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0360 | 9.24 | |
| 0.8631 | 257.50 | |
| 0.1221 | 23.48 | |
| 0.0051 | 8.47 | |
| 0.0162 | 6.96 | |
| 0.9813 | 369.61 |
Estimation Period:
Apr 2, 1996 to Jun 5, 2026
Apr 2, 1996 to Jun 5, 2026
Other iShares MSCI France ETF Analyses
Other MF2-GARCH Analyses on ETFs