iShares MSCI United Kingdom ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:17.98% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0403 | 6.71 | |
| 0.0860 | 37.92 | |
| 0.9901 | 670.82 | |
| 7.7163 | 6.70 |
Estimation Period:
Apr 5, 1996 to Mar 13, 2026
Apr 5, 1996 to Mar 13, 2026
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