iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:12.84% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 20.98 | |
| 0.0357 | 9.74 | |
| 0.8990 | 397.78 | |
| 0.1078 | 18.73 |
Estimation Period:
Apr 5, 1996 to Jan 9, 2026
Apr 5, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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