iShares MSCI France ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.00%
decreased by 1.04%
1 Week
20.08%
decreased by 0.96%
1 Month
20.36%
decreased by 0.68%
Analysis last updated: Friday, June 12, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0359 | 9.21 | |
| 0.8632 | 257.82 | |
| 0.1224 | 23.53 | |
| 0.0052 | 8.46 | |
| 0.0162 | 6.94 | |
| 0.9813 | 367.65 |
Estimation Period:
Apr 2, 1996 to Jun 12, 2026
Apr 2, 1996 to Jun 12, 2026
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