V-Lab
iShares MSCI United Kingdom ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:13.73% (-0.22%)
Analysis last updated: Thursday, November 21, 2024 at 10:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1242 | 6.78 | |
| 0.0865 | 38.63 | |
| 0.9908 | 725.84 | |
| 8 | 6.56 |
Estimation Period:
Apr 5, 1996 to Nov 15, 2024
Apr 5, 1996 to Nov 15, 2024
Other iShares MSCI United Kingdom ETF Analyses