iShares MSCI United Kingdom ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:16.67% (+2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0584 | 6.66 | |
| 0.0867 | 38.01 | |
| 0.9902 | 666.77 | |
| 7.6947 | 6.74 |
Estimation Period:
Apr 5, 1996 to Nov 21, 2025
Apr 5, 1996 to Nov 21, 2025
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