iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.18% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 21.13 | |
| 0.0361 | 9.83 | |
| 0.8988 | 397.50 | |
| 0.1072 | 18.59 |
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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