V-Lab
iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:14.37% (+0.37%)
Analysis last updated: Thursday, April 25, 2024 at 09:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9975 | 6.67 | |
| 0.1074 | 8.72 | |
| 0.8635 | 71.24 | |
| -0.0619 | -3.57 | |
| 0.1179 | 4.54 | |
| -0.1115 | -5.70 | |
| 0.0990 | 5.17 | |
| -0.0577 | -4.23 |
Estimation Period:
Apr 5, 1996 to Apr 19, 2024
Apr 5, 1996 to Apr 19, 2024
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