iShares MSCI France ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.66%
decreased by 0.95%
1 Week
20.81%
decreased by 0.80%
1 Month
21.35%
decreased by 0.26%
Analysis last updated: Friday, June 12, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 17.55 | |
| 0.0370 | 10.64 | |
| 0.8934 | 353.95 | |
| 0.1099 | 17.80 |
Estimation Period:
Apr 2, 1996 to Jun 12, 2026
Apr 2, 1996 to Jun 12, 2026
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