iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
15.41%
decreased by 0.57%
1 Week
15.63%
decreased by 0.35%
1 Month
16.43%
increased by 0.45%
Analysis last updated: Tuesday, July 7, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 21.11 | |
| 0.0351 | 9.68 | |
| 0.9001 | 402.36 | |
| 0.1066 | 18.81 |
Estimation Period:
Apr 5, 1996 to Jul 2, 2026
Apr 5, 1996 to Jul 2, 2026
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