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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0306	6.75***
α ARCH Response to squared shocks	0.0852	37.79***
β GARCH Volatility persistence	0.9902	677.26***
ν DF Student-t tail thickness	7.7111	6.68***

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