iShares MSCI United Kingdom ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:11.15% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0595 | 6.56 | |
| 0.0863 | 38.39 | |
| 0.9904 | 671.90 | |
| 7.6539 | 6.82 |
Estimation Period:
Apr 5, 1996 to Oct 31, 2025
Apr 5, 1996 to Oct 31, 2025
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