iShares MSCI United Kingdom ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.56% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0483 | 6.68 | |
| 0.0864 | 37.99 | |
| 0.9902 | 670.86 | |
| 7.7101 | 6.73 |
Estimation Period:
Apr 5, 1996 to Dec 12, 2025
Apr 5, 1996 to Dec 12, 2025
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