iShares MSCI France ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
20.89%
decreased by 0.57%
1 Week
20.91%
decreased by 0.55%
1 Month
20.93%
decreased by 0.53%
Analysis last updated: Friday, May 22, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0360 | 9.25 | |
| 0.8633 | 257.87 | |
| 0.1220 | 23.46 | |
| 0.0051 | 8.50 | |
| 0.0161 | 6.98 | |
| 0.9814 | 372.03 |
Estimation Period:
Apr 2, 1996 to May 22, 2026
Apr 2, 1996 to May 22, 2026
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