iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.51%
decreased by 1.39%
1 Week
22.51%
decreased by 1.39%
1 Month
22.52%
decreased by 1.38%
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 | |
|---|---|---|
| 1.1019 | 5.80 | |
| 0.1111 | 8.42 | |
| 0.8567 | 62.62 | |
| -0.0291 | -1.73 | |
| 0.0651 | 2.67 | |
| -0.0795 | -4.86 | |
| 0.0792 | 4.83 | |
| -0.0469 | -4.05 |
Estimation Period:
Apr 2, 1996 to Jun 12, 2026
Apr 2, 1996 to Jun 12, 2026
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