V-Lab
iShares MSCI United Kingdom ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:12.98% (-0.38%)
Analysis last updated: Wednesday, April 17, 2024 at 10:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 7.72 | |
| 0.1732 | 27.97 | |
| 0.9817 | 1002.77 | |
| -0.0866 | -20.31 |
Estimation Period:
Apr 5, 1996 to Apr 12, 2024
Apr 5, 1996 to Apr 12, 2024
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