iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:16.48% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 21.01 | |
| 0.0358 | 9.75 | |
| 0.8987 | 397.13 | |
| 0.1082 | 18.75 |
Estimation Period:
Apr 5, 1996 to Dec 19, 2025
Apr 5, 1996 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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