iShares MSCI United Kingdom ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:13.90% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0409 | 6.68 | |
| 0.0863 | 37.99 | |
| 0.9902 | 670.39 | |
| 7.7075 | 6.72 |
Estimation Period:
Apr 5, 1996 to Jan 9, 2026
Apr 5, 1996 to Jan 9, 2026
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