iShares MSCI United Kingdom ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.39% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0605 | 6.64 | |
| 0.0865 | 38.04 | |
| 0.9902 | 663.65 | |
| 7.6726 | 6.75 |
Estimation Period:
Apr 5, 1996 to Oct 10, 2025
Apr 5, 1996 to Oct 10, 2025
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