V-Lab: iShares MSCI United Kingdom ETF GAS-GARCH Student T Volatility Analysis

V-Lab

iShares MSCI United Kingdom ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:13.52% (-0.58%)

Analysis last updated: Saturday, May 31, 2025 at 03:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0902	6.54
$α$	0.0870	37.87
$β$	0.9901	647.11
$ν$	7.5894	6.84

Estimation Period:
Apr 5, 1996 to May 30, 2025

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