V-Lab
iShares MSCI United Kingdom ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:11.97% (-0.18%)
Analysis last updated: Thursday, April 25, 2024 at 09:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 0.63 | |
| 0.0927 | 35.44 | |
| 0.8939 | 391.39 | |
| 0.5682 | 21.93 |
Estimation Period:
Apr 5, 1996 to Apr 19, 2024
Apr 5, 1996 to Apr 19, 2024
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