iShares MSCI United Kingdom ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.31% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 0.72 | |
| 0.0919 | 35.83 | |
| 0.8925 | 400.24 | |
| 0.5931 | 20.55 |
Estimation Period:
Apr 5, 1996 to Feb 20, 2026
Apr 5, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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