V-Lab
iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:12.78% (-0.38%)
Analysis last updated: Thursday, April 18, 2024 at 10:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 19.28 | |
| 0.0388 | 10.69 | |
| 0.8979 | 402.12 | |
| 0.1077 | 18.11 |
Estimation Period:
Apr 5, 1996 to Apr 12, 2024
Apr 5, 1996 to Apr 12, 2024
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