V-Lab
iShares MSCI United Kingdom ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:14.65% (-0.49%)
Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1129 | 6.75 | |
| 0.0862 | 38.65 | |
| 0.9908 | 723.19 | |
| 8 | 6.58 |
Estimation Period:
Apr 5, 1996 to Dec 20, 2024
Apr 5, 1996 to Dec 20, 2024
Other iShares MSCI United Kingdom ETF Analyses