V-Lab
iShares MSCI United Kingdom ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:13.25% (+0.13%)
Analysis last updated: Tuesday, April 30, 2024 at 10:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 20.96 | |
| 0.1026 | 37.69 | |
| 0.8882 | 360.48 |
Estimation Period:
Apr 5, 1996 to Apr 26, 2024
Apr 5, 1996 to Apr 26, 2024
News Impact Curve
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