iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.59%
decreased by 0.70%
1 Week
16.78%
decreased by 0.51%
1 Month
17.43%
increased by 0.14%
Analysis last updated: Monday, June 8, 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 | |
|---|---|---|
| 0.0249 | 21.16 | |
| 0.0354 | 9.74 | |
| 0.8994 | 400.45 | |
| 0.1071 | 18.79 |
Estimation Period:
Apr 5, 1996 to Jun 5, 2026
Apr 5, 1996 to Jun 5, 2026
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