V-Lab
V-Lab
iShares MSCI United Kingdom ETF GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:12.57% (+0.40%)
Analysis last updated: Friday, June 13, 2025 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI United Kingdom ETF GARCH
paramt-stat
ω0.026520.92
α0.099032.86
β0.8893331.58
Estimation Period:
Apr 5, 1996 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts