iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.07% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 21.21 | |
| 0.0365 | 9.89 | |
| 0.8983 | 395.38 | |
| 0.1074 | 18.56 |
Estimation Period:
Apr 5, 1996 to Feb 6, 2026
Apr 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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