iShares MSCI France ETF Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
18.42%
increased by 0.40%
1 Week
18.32%
increased by 0.30%
1 Month
18.00%
decreased by 0.02%
Analysis last updated: Wednesday, June 10, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0784 | 5.87 | |
| 0.1126 | 8.30 | |
| 0.8532 | 60.94 | |
| -0.0319 | -1.92 | |
| 0.0708 | 2.96 | |
| -0.0882 | -5.38 | |
| 0.0969 | 5.32 | |
| -0.0915 | -3.59 |
Estimation Period:
Apr 2, 1996 to Jun 5, 2026
Apr 2, 1996 to Jun 5, 2026
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