iShares MSCI United Kingdom ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:14.56% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0382 | 6.71 | |
| 0.0862 | 38.01 | |
| 0.9902 | 672.21 | |
| 7.7240 | 6.71 |
Estimation Period:
Apr 5, 1996 to Jan 23, 2026
Apr 5, 1996 to Jan 23, 2026
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