iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
22.98%
increased by 3.76%
1 Week
22.99%
increased by 3.77%
1 Month
23.02%
increased by 3.80%
Analysis last updated: Friday, May 15, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 21.12 | |
| 0.0355 | 9.76 | |
| 0.8996 | 400.90 | |
| 0.1069 | 18.75 |
Estimation Period:
Apr 5, 1996 to May 15, 2026
Apr 5, 1996 to May 15, 2026
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