V-Lab
iShares MSCI United Kingdom ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:12.47% (+0.16%)
Analysis last updated: Monday, April 22, 2024 at 10:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 7.70 | |
| 0.1730 | 27.95 | |
| 0.9817 | 1003.83 | |
| -0.0865 | -20.31 |
Estimation Period:
Apr 5, 1996 to Apr 19, 2024
Apr 5, 1996 to Apr 19, 2024
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