V-Lab
iShares MSCI United Kingdom ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:13.46% (-0.12%)
Analysis last updated: Tuesday, November 5, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1267 | 6.77 | |
| 0.0866 | 38.68 | |
| 0.9908 | 724.79 | |
| 8 | 6.54 |
Estimation Period:
Apr 5, 1996 to Nov 1, 2024
Apr 5, 1996 to Nov 1, 2024
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