iShares MSCI France ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
22.28%
decreased by 1.03%
1 Week
22.29%
decreased by 1.02%
1 Month
22.34%
decreased by 0.97%
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 | |
|---|---|---|
| 1.0994 | 5.80 | |
| 0.1112 | 8.41 | |
| 0.8564 | 62.42 | |
| -0.0296 | -1.75 | |
| 0.0661 | 2.71 | |
| -0.0806 | -4.91 | |
| 0.0799 | 4.86 | |
| -0.0471 | -4.06 |
Estimation Period:
Apr 2, 1996 to May 22, 2026
Apr 2, 1996 to May 22, 2026
Other iShares MSCI France ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs