iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.08% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 21.17 | |
| 0.0362 | 9.86 | |
| 0.8986 | 397.09 | |
| 0.1072 | 18.57 |
Estimation Period:
Apr 5, 1996 to Feb 13, 2026
Apr 5, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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