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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0204	6.77***
α ARCH Response to squared shocks	0.0856	37.97***
β GARCH Volatility persistence	0.9902	684.32***
ν DF Student-t tail thickness	7.7349	6.72***

V-Lab

iShares MSCI United Kingdom ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI United Kingdom ETF Analyses